Expand description
Pooled multi-environment lagged frames with space/time dummies (J-PCMCI+).
Materializes each environment independently (no cross-env lag windows), stacks effective rows, then appends synthetic dummy columns.
SPDX-License-Identifier: MIT OR Apache-2.0
Structs§
- Dummy
Options - Options for synthesizing dataset / time dummy columns on a pooled frame.
- Pooled
Lagged Frame - Result of pooling multi-environment series into one lagged frame.
Enums§
- Time
Dummy Encoding - How the synthetic time dummy is embedded in the pooled frame.
Constants§
- DEFAULT_
MAX_ TIME_ ONE_ HOT_ LEVELS - Default cap on distinct time levels for
TimeDummyEncoding::OneHot(fail-closed).
Functions§
- pool_
multi_ env_ lagged_ frame - Build a pooled lagged frame from multi-environment data.