se.alipsa.groovy.stats.timeseries.Ccm.groovy Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of matrix-stats Show documentation
Show all versions of matrix-stats Show documentation
Statistical hypothesis tests based on Matrix data.
The newest version!
package se.alipsa.groovy.stats.timeseries
/**
* Convergent cross mapping (CCM) is a statistical test for a cause-and-effect relationship between two
* variables that, like the Granger causality test, seeks to resolve the problem that correlation does not
* imply causation. While Granger causality is best suited for purely stochastic systems where the influences
* of the causal variables are separable (independent of each other), CCM is based on the theory of dynamical
* systems and can be applied to systems where causal variables have synergistic effects.
*
* As such, CCM is specifically aimed to identify linkage between variables that can appear uncorrelated with
* each other.
*/
class Ccm {
}