summary.transfer_entropy function

Prints a summary of a transfer-entropy result

## S3 method for class 'transfer_entropy'
summary(object, digits = 4, probs = c(0, 0.25, 0.5, 0.75, 1), ...)

Arguments

• object: a transfer_entropy
• digits: the number of digits to display, defaults to 4
• probs: numeric vector of quantiles for the bootstraps
• ...: additional arguments, passed to printCoefmat

Returns

invisible the object

Examples

# construct two time-series
set.seed(1234567890)
n <- 500
x <- rep(0, n + 1)
y <- rep(0, n + 1)

for (i in seq(n)) {
  x[i + 1] <- 0.2 * x[i] + rnorm(1, 0, 2)
  y[i + 1] <- x[i] + rnorm(1, 0, 2)
}

x <- x[-1]
y <- y[-1]

# Calculate Shannon's Transfer Entropy
te_result <- transfer_entropy(x, y, nboot = 100)

summary(te_result)