cvx_analytics::granger

Function granger_causality

Source 
pub fn granger_causality(
    traj_a: &[(i64, &[f32])],
    traj_b: &[(i64, &[f32])],
    max_lag: usize,
    significance: f64,
) -> Result<GrangerResult, AnalyticsError>
Expand description

Test Granger causality between two embedding trajectories.

§Arguments

  • traj_a — Entity A’s trajectory (sorted by timestamp)
  • traj_b — Entity B’s trajectory (sorted by timestamp)
  • max_lag — Maximum lag to test (number of time steps)
  • significance — P-value threshold for significance (e.g., 0.05)

§Errors

Returns AnalyticsError::InsufficientData if trajectories are too short for the requested lag.