plot_granger {VARDetect}

Function to plot Granger causality networks

Description

A function to plot Granger causal network for each segment via estimated sparse component. Note that if it has multiple lags, it only provides the first order Granger causality plot.

Usage

plot_granger(est_mats, threshold = 0.1, layout)

Arguments

est_mats

A list of numeric sparse matrices, indicating the estimated sparse components for each segment

threshold

A numeric positive value, used to determine the threshold to present the edges

layout

A character string, indicates the layout for the igraph plot argument

Value

A series of plots of Granger networks of VAR model parameters

Examples

set.seed(1)
est_mats <- list(matrix(rnorm(400, 0, 1), 20, 20))
plot_granger(est_mats, threshold = 2, layout = "circle")
plot_granger(est_mats, threshold = 2, layout = "star")
plot_granger(est_mats, threshold = 2, layout = "nicely")