Calculate Gamma values for a window moving through the data.
Usage
moving_window_search(
predictors,
target,
window_size = 40,
by = 1,
plot = TRUE,
caption = "",
show = "Gamma"
)
Value
An invisible data frame containing starting and ending positions of
each window with its associated gamma
Arguments
predictors
A Numeric vector or matrix whose columns are proposed inputs
to a predictive function
target
A Numeric vector, the output variable that is to be predicted
window_size
Integer width of the window that will move through the data
by
The increment between successive window starts
plot
Logical, set this to FALSE if you don't want the plot
caption
Character string, caption for plot
show
Character string, if it equals "vratio", vratios will be plotted,
otherwise Gamma is plotted
Details
This is used for data sets that are ordered on one or more dimension, such as
time series or spatial data. The search slides a window across the data set,
calculating gamma for the data at each step. A change in causal dynamics will
appear as a spike in gamma when the causal discontinuity is in the window.