Calculate Quantile Transfer Entropy
Usage
calculate_qte(x, y, tau = 0.5, k = 1)
Arguments
- x
Source time series
- y
Target time series
- tau
Quantile level (default: 0.5)
- k
Lag order (default: 1)
Value
Numeric QTE value or NA if calculation fails
Examples
if (FALSE) { # \dontrun{
x <- rnorm(100)
y <- 0.5 * x + rnorm(100, sd = 0.1)
qte <- calculate_qte(x, y, tau = 0.5)
} # }