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Abstract causality test types

CausalityTest

# CausalityToolsBase.CausalityTestType.

CausalityTest

An abstract type that is the supertype of all causality tests in the CausalityTools ecosystem.

The naming convention for abstract subtypes is SomeMethodTest. Examples of the type hierarchy of abstract test types could be:

  • TransferEntropyTest <: CausalityTest
  • CrossMappingTest <: CausalityTest

Subtypes of those abstract types are named according to the specific algorithm. Examples of complete type hierachies for specific causality test types could be:

  • VisitationFrequencyTest <: TransferEntropyTest <: CausalityTest.
  • TransferOperatorGridTest <: TransferEntropyTest <: CausalityTest.
  • CrossMappingTest <: DistanceBasedTest <: CausalityTest.

DistanceBasedCausalityTest

# CausalityTools.CausalityTests.DistanceBasedCausalityTestType.

DistanceBasedCausalityTest{N}

The supertype of all abstract and composite types representing a causality test based on some sort of distance computation.

The type parameter N indicates the number of returned elements when applying the test.

Concrete subtypes are

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Entropy based causality tests

# CausalityTools.CausalityTests.EntropyBasedCausalityTestType.

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

and those that in some manner utilise transfer entropy or other information theoretic approaches :

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TransferEntropyCausalityTest

# CausalityTools.CausalityTests.TransferEntropyCausalityTestType.

TransferEntropyCausalityTest{N}

The supertype of all abstract and composite types representing a transfer entropy causality test applied to N different prediction lags.

Concrete subtypes are

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