[R] Network validation (of sorts) using granger Causality in R
Erdogan CEVHER
erdogancevher at gmail.com
Tue Jan 3 12:47:37 CET 2017
1. Describe better the distributions of obs to time series; i.e., describe
clearly the time series and obs with math'l notation briefly.
2. Use Conditional G-causality and/or partial G-causality, you can exceed
"the limit of max. number of variables = 11" in a VAR structure.
3. You can use R's FIAR package for CGC / PGC calculations. I advise
version 3 of that package.
4. Kamamoto Oscillators for "Graphical" GC methods perhaps may well suit to
your case.
5. Matlab's GCCA and MVGC packages cannot handle cointegration (in case
cointegrated vars exist) whereas you can handle cointegrated cases via CGC
and PGC.
2017-01-03 9:20 GMT+03:00 PWD7052 via R-help <r-help at r-project.org>:
> Hi Everyone,
>
> We have a question about whether one can to do a particular type of
> Granger Causality (GC) network validation in R. We hope you'll agree it's
> an interesting problem and that someone's figured out how to solve it.
>
> We have a cellular network with n nodes (proteins). We have two different
> n x s x k time series matrices that describe the network activity under two
> mutually exclusive conditions, C (cancerous cell) and H (healthy cell),
> where s is the length of the time series data, and k is the number of
> observations.
> Using the time series matrices, we calculated two different n x n GC
> matrices, one for healthy cells and one for cancerous cells, so that ij th
> element in each matrix represents the GC influence of node i on node j.
> Using the various standard tests, we know that many of the GC values are
> extremely significant.
> Now we’re given a brand-new observation in the form of a n x s x 1 time
> series matrix Y that represents the activity of the same n nodes (we don’t
> know a priori whether the new data come from a healthy cell or a cancerous
> cell).
> Given this matrix Y :
> (1) How can we go about determining if Y comes from a cancerous cell
> (condition C) or a healthy cell (condition H)?
> (2) Is there a package in R that we can use for this purpose?
>
> Thank you very much!
> Pat
>
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>
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