SPI Descriptions

Descriptions of each method.

The documentation accompanying the toolkit, including the tables and descriptions of each SPI, represent the features and functionality of the original pyspi library as detailed in the Supplementary Material of the original pyspi paper. While we strive to keep our documentation as current and comprehensive as possible, our library of SPIs may undergo frequent updates and enhancements to align with the latest advancements and user feedback.

Basic Statistics

Covariance

Cross

Correlation

Kendall's Rank Correlation Coefficient

Precision

Spearman's Rank Correlation Coefficient

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Distance Similarity

Barycenter

Cross Distance

Correlation

Cross Multiscale Graph Correlation

Distance Correlation

Dynamic Time

Warping

Gromov-Wasserstein Distance

Heller-Heller-Gorfine Independence Criterion

Hilbert-Schmidt Independence Criterion

Longest Common Subsequence

Multiscale Graph Correlation

Pairwise Distance

Soft Dynamic Time Warping

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Causal Inference

Additive Noise Model

Conditional Distribution Similarity Fit

Convergent

Cross-Mapping

Information-Geometric Causal Inference

Regression Error-Based Causal Inference

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Information Theory

Causally Conditioned Entropy

Conditional Entropy

Directed Information

Granger Causality

Integrated Information

Joint Entropy

Mutual Information

Stochastic Interaction

Transfer Entropy

Time-lagged Mutual Information

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Spectral

Coherence Magnitude

Coherence Phase

Directed

Coherence

Directed Transfer

Function

Group Delay

Imaginary Coherence

Pairwise Phase Consistency

Partial Directed

Coherence

Phase Lag

Index

Phase Locking

Value

Phase Slope

Index

Spectral Granger

Causality

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Miscellaneous

Cointegration

Gaussian Process

Model Fit

Linear Model Fit

Power Envelope

Correlation

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