# EXAMPLE#1 Simple Simulation & Granger causality

``````library(VLTimeCausality)
``````
``````## Loading required package: dtw
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``````## Loading required package: proxy
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``````##
## Attaching package: 'proxy'
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``````## The following objects are masked from 'package:stats':
##
##     as.dist, dist
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``````## The following object is masked from 'package:base':
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##     as.matrix
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``````## Loaded dtw v1.21-3. See ?dtw for help, citation("dtw") for use in publication.
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``````## Loading required package: tseries
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``````## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo
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``````## Loading required package: RTransferEntropy
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``````# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::GrangerFunc(Y=TS\$Y,X=TS\$X,alpha=0.05)
#result
print(sprintf("F-TEST p-value = %f",out\$p.val))
``````
``````## [1] "F-TEST p-value = 0.000000"
``````
``````print(sprintf("X causes Y? %d",out\$XgCsY_ftest))
``````
``````## [1] "X causes Y? 1"
``````

# EXAMPLE#2 Simple Simulation & VL-Granger causality

``````library(VLTimeCausality)
# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::VLGrangerFunc(Y=TS\$Y,X=TS\$X,gamma=0.5)
#result
print(sprintf("BICDiffRatio = %f",out\$BICDiffRatio))
``````
``````## [1] "BICDiffRatio = 0.803389"
``````
``````print(sprintf("X causes Y? %d",out\$XgCsY))
``````
``````## [1] "X causes Y? 1"
``````

# EXAMPLE#3 Simple Simulation & Transfer Entropy

``````library(VLTimeCausality)
# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::VLTransferEntropy(Y=TS\$Y,X=TS\$X,VLflag=FALSE)
#result
print(sprintf("TEratio = %f",out\$TEratio))
``````
``````## [1] "TEratio = 1.476073"
``````
``````print(sprintf("X causes Y? %d",out\$XgCsY_trns) )
``````
``````## [1] "X causes Y? 1"
``````

# EXAMPLE#4 Simple Simulation & VL-Transfer Entropy

``````library(VLTimeCausality)
# Generate simulation data
TS <- VLTimeCausality::SimpleSimulationVLtimeseries()
# Run the function
out<-VLTimeCausality::VLTransferEntropy(Y=TS\$Y,X=TS\$X,VLflag=TRUE)
#result
print(sprintf("TEratio = %f",out\$TEratio))
``````
``````## [1] "TEratio = 3.961960"
``````
``````print(sprintf("X causes Y? %d",out\$XgCsY_trns) )
``````
``````## [1] "X causes Y? 1"
``````