patterncausality: Pattern Causality Algorithm in R

22 Pages Posted: 29 Oct 2024

See all articles by Hui Wang

Hui Wang

Monash University - Department of Econometrics & Business Statistics

Stavros K. Stavroglou

University of Edinburgh Business School

Athanasios A. Pantelous

Monash University - Department of Econometrics & Business Statistics

Date Written: September 24, 2024

Abstract

This paper introduces the R package patterncausality, which implements a causal inference method grounded in nonlinear dynamics and chaos theory. The algorithm serves as a tool for quantifying causality by utilizing reconstructed attractors and spatial mappings. The paper provides a concise overview of the algorithm, detailed descriptions of each function within the package, and several illustrative examples. As a modular algorithm, it offers a framework for causal analysis that is both extensible and adaptable.

Suggested Citation

Wang, Hui and Stavroglou, Stavros K. and Pantelous, Athanasios A., patterncausality: Pattern Causality Algorithm in R
(September 24, 2024). Available at SSRN: https://ssrn.com/abstract=4966221 or http://dx.doi.org/10.2139/ssrn.4966221

Hui Wang

Monash University - Department of Econometrics & Business Statistics ( email )

Wellington Road
Clayton, Victoria 3168
Australia
0422445156 (Phone)

HOME PAGE: http://huiw.org

Stavros K. Stavroglou (Contact Author)

University of Edinburgh Business School ( email )

29 Buccleuch Pl, Edinburgh
Edinburgh, EH8 9JS
United Kingdom

HOME PAGE: http://https://www.stavroglou.com/#/

Athanasios A. Pantelous

Monash University - Department of Econometrics & Business Statistics ( email )

Wellington Road
Clayton, Victoria 3168
Australia

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
244
Abstract Views
549
Rank
263,092
PlumX Metrics