Causality tests
The syntax for performing a causality tests is always the same: causality(source, target, test). Here, test is an instance of one of the concrete types listed below. Each of these are containers for test parameters. Returned values from causality depend on the test type - see the documentation for specific tests for details.
Uncertainty handling
All tests can be used in conjunction with a binning scheme with BinnedDataCausalityTest to perform the tests on data with uncertain index (e.g time) values. See also tutorials.
Distance-based causality tests
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CausalityTools.CausalityTests.DistanceBasedCausalityTest — Type.
DistanceBasedCausalityTest
The supertype of all abstract and composite types representing a causality test based on some sort of distance computation.
Concrete subtypes are
CrossMappingTestConvergentCrossMappingTestJointDistanceDistributionTestJointDistanceDistributionTTestSMeasureTest
Entropy-based tests
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CausalityTools.CausalityTests.EntropyBasedCausalityTest — Type.
EntropyBasedCausalityTest
The supertype of all abstract and composite types representing a causality test based on some entropy based measure.
Concrete subtypes are those based on transfer entropy
VisitationFrequencyTestTransferOperatorGridTestExactSimplexIntersectionTestApproximateSimplexIntersectionTest
and those that in some manner utilise transfer entropy or other information theoretic approaches :
Transfer entropy tests
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CausalityTools.CausalityTests.TransferEntropyCausalityTest — Type.
TransferEntropyCausalityTest
The supertype of all abstract and composite types representing a transfer entropy causality test.
Concrete subtypes are