Using the S-map coefficients, assemble the appropriate Jacobian matrices for each time point
compute_smap_matrices(smap_coeffs, ccm_links)
smap_coeffs | A list of the S-map coefficients for each predictor
variable (as returned from |
---|---|
ccm_links | A data.frame containing the significant causal links. Each row is a causal link. The columns are:
|
A list with the matrix of smap-coefficients at each time point
See compute_smap_coeffs()
for details on the input data.
Let the variables in the system be x^i with i = 1..N.
For the S-map model predicting x^it+1, let the coefficient
corresponding to variable x^j at lag tau be c^tauij.
Then the Jacobian is the block matrix, J =
C^0 | C^1 | ... | C^(d-1) | |
C^d | I | 0 | ... | |
0 | 0 | 0 | I | |
... | 0 | 0 | ... | |
... | ... | ... | ... | |
0 | 0 | ... | I | 0 |
where d is the maximum lag, and C^tau is the matrix formed by the values c^tau_ij. (Note that many of these values will be 0.)
This function computes J at each time step.