[R] Convergent Cross Mapping

Lorenzo Isella lorenzo.isella at gmail.com
Sat Apr 20 18:02:31 CEST 2013


Dear All,
I am looking for an R implementation of the convergent cross mapping
method (see http://bit.ly/XN8OZX and
http://www.uvm.edu/~cdanfort/csc-reading-group/sugihara-causality-science-2012.pdf  
)

The method is presented as an improvement over Granger causality (  
http://bit.ly/XN8ydi ), but its implementation (involving shadows of  
multidimensional manifolds) must be quite some work...
Does anybody know if there is an R implementation somewhere?
Cheers

Lorenzo



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