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Module pooled_frame

Module pooled_frame 

Source
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§

DummyOptions
Options for synthesizing dataset / time dummy columns on a pooled frame.
PooledLaggedFrame
Result of pooling multi-environment series into one lagged frame.

Enums§

TimeDummyEncoding
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.