Table 1 Comparison of discovery rate of true positives extracted from true adjacency matrix of nonlinear VAR model.
| Â | Â | CGC | Lasso-CGC | NCGC | GLasso-NCGC |
|---|---|---|---|---|---|
Nonlinear | 1 → 6 | 41% | 43% | 92% | 97% |
2 → 2 | 8% | 9% | 28% | 28% | |
2 → 7 | 57% | 56% | 100% | 96% | |
3 → 3 | 9% | 9% | 11% | 19% | |
3 → 8 | 20% | 20% | 46% | 50% | |
4 → 9 | 26% | 34% | 69% | 73% | |
6 → 8 | 16% | 19% | 33% | 42% | |
8 → 10 | 58% | 65% | 37% | 46% | |
9 → 6 | 78% | 79% | 100% | 100% | |
10 → 7 | 33% | 32% | 36% | 66% | |
Linear | 1 → 1 | 99% | 99% | 97% | 99% |
7 → 4 | 100% | 100% | 100% | 100% | |
7 → 9 | 100% | 100% | 100% | 100% | |
8 → 5 | 100% | 100% | 100% | 100% |
