Package edu.cmu.tetrad.search.utils
Class TsUtils
java.lang.Object
edu.cmu.tetrad.search.utils.TsUtils
Contains some utilities for doing autoregression. Should probably be improved by somebody.
- Author:
- josephramsey, danielmalinsky (some improvements)
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic class
Gives a result consisting of the residuals and collapsed var graphs. -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionstatic DataSet
Creates new time series dataset from the given one with index variable (e.g., time)static boolean
static DataSet
static DataSet
static DataSet
createLagData
(DataSet data, int numLags) Creates new time series dataset from the given one (fixed to deal with mixed datasets)static DataSet
createShiftedData
(DataSet data, int[] shifts) static DataSet
difference
(DataSet data, int d) Calculates the dth difference of the given data.static int
static Knowledge
getKnowledge
(Graph graph) static int
static String
getNameNoLag
(Object obj) static String
static double[]
getSelfLoopCoefs
(DataSet timeSeries) static TimeLagGraph
graphToLagGraph
(Graph _graph, int numLags) static TsUtils.VarResult
structuralVar
(DataSet timeSeries, int numLags) static double
sumOfArCoefficients
(DataSet timeSeries, int numLags)
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Constructor Details
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TsUtils
public TsUtils()
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Method Details
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ar
- Returns:
- the VAR residuals of the given time series with the given number of lags. That is, every variable at the model lag is regressed onto every variable at previous lags, up to the given number of lags, and the residuals of these regressions for each variable are returned.
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ar2
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structuralVar
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createShiftedData
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getSelfLoopCoefs
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sumOfArCoefficients
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difference
Calculates the dth difference of the given data. If d = 0, the original data is returned. If d = 1, the data (with one fewer rows) is returned, with each row subtracted from its successor. If d = 1, the same operation is applied to the result of d = 1. And so on.- Parameters:
data
- the data to be differenced.d
- the number of differences to take, >= 0.- Returns:
- the differenced data.
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createLagData
Creates new time series dataset from the given one (fixed to deal with mixed datasets) -
addIndex
Creates new time series dataset from the given one with index variable (e.g., time) -
graphToLagGraph
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getNameNoLag
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getPrefix
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getIndex
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getLag
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getKnowledge
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allEigenvaluesAreSmallerThanOneInModulus
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