Source and Target Lags

Source Lag

The maximum source lag and the minimum source lag are required parameters in the settings dictionary.

settings = {'max_lag_sources': 16,
            'min_lag_sources': 6}

Target Lag

For transfer entropy estimation, additionally, a maximum lag for the target can be set. If the lag is not specified, it will be set to be equal to the maximum source lag.

The minimum target lag is always set to 1 sample, to ensure so-called self-prediction optimality (Wibral, 2013, PLOS 8(2)). This is further discussed in the Wiki's Theoretical Introduction.

settings = {'max_lag_sources': 16,
            'min_lag_sources': 6,
            'max_lag_target': 9}

Sub-sampling

It is also possible to only include a subset of the past samples into the candidate sets. The parameter 'tau_sources' can be set to sub-sample the past of the sources, i.e. only adding every i^th sample. The same can be set for the target by specifying 'tau_target':

settings = {'max_lag_sources': 16,
            'min_lag_sources': 6,
            'max_lag_target': 9,
            'tau_sources': 4,
            'tau_target': 2}

This results in the following candidate sets: