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Conditioning on Specific Variables
LNov edited this page Sep 19, 2017
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1 revision
In order to enforce the inclusion of specific variables in the conditioning set, add the 'add_conditionals'
key in the analysis settings dictionary and provide the list of variables to include. Each variable is defined as a tuple (process index, lag)
, e.g. (0, 3)
corresponds to the variable in process 0 with a lag of 3 samples with respect to the target.
settings = {'add_conditionals': [(0,3), (1,2)]}
By setting 'add_conditionals'
to 'faes'
, the algorithm adds the current value of all sources to the conditioning set. This is meant to correct for instantaneous mixing in the sources (Faes, 2013, Entropy 15(1)).
settings = {'add_conditionals': 'faes'}