Using the S-map coefficients, assemble the appropriate Jacobian matrices for each time point

compute_smap_matrices(smap_coeffs, ccm_links)

Arguments

smap_coeffs

A list of the S-map coefficients for each predictor variable (as returned from compute_smap_coeffs())

ccm_links

A data.frame containing the significant causal links. Each row is a causal link. The columns are:

xmap_from

the column index of the predictor variable in CCM

xmap_to

the column index of the predicted variable in CCM

best_E

the best embedding dimension for CCM

Value

A list with the matrix of smap-coefficients at each time point

Details

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^0C^1...C^(d-1)
C^dI0...
000I
...00...
............
00...I0

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.