plot_granger function

Function to plot Granger causality networks

A function to plot Granger causal network for each segment via estimated sparse component. Note that if it has multiple lags, it only provides the first order Granger causality plot.

plot_granger(est_mats, threshold = 0.1, layout)

Arguments

• est_mats: A list of numeric sparse matrices, indicating the estimated sparse components for each segment
• threshold: A numeric positive value, used to determine the threshold to present the edges
• layout: A character string, indicates the layout for the igraph plot argument

Returns

A series of plots of Granger networks of VAR model parameters

Examples

set.seed(1)
est_mats <- list(matrix(rnorm(400, 0, 1), 20, 20))
plot_granger(est_mats, threshold = 2, layout = "circle")
plot_granger(est_mats, threshold = 2, layout = "star")
plot_granger(est_mats, threshold = 2, layout = "nicely")