Nothing
partGranger3 <-
function(data,nx=1,ny=1,order=1,boot=FALSE,prob=TRUE,bs=100,p=.05){
l <- ncol(data)
r <- nrow(data)
out<-list()
out$prb <- matrix(0,l,l)
out$orig <- matrix(0,l,l)
cg <- array(0,dim=c(l,l,bs))
ll <- b.star(data,round=TRUE)[,1]
for (bss in 1:bs){
XX <- matrix(0,l,r)
for (pp in 1:l){
nwin<- floor(r/ll[pp])
temp<- sample(nwin)
inx <- rep(temp,each=ll[pp])
data_ind <- cbind(inx,data[1:(ll[pp]*nwin),pp])
XX[pp,1:(ll[pp]*nwin)] <- data_ind[order(data_ind[,1]),-1]
}
XX <- XX[,1:max(which(apply(XX,2,prod)!=0))]
for(ii in 1:(l-1)) {
for (jj in (ii+1):l){
if (bss==1){
out$orig[ii,jj]=partGranger(cbind(data[,ii],data[,jj],data[,-c(ii,jj)]),nx=nx,ny=ny,order=order)$orig
out$orig[jj,ii]=partGranger(cbind(data[,jj],data[,ii],data[,-c(ii,jj)]),nx=nx,ny=ny,order=order)$orig
}
Xi <- t(rbind(XX[ii,],XX[jj,],XX[-c(ii,jj),]))
cg[ii,jj,bss]= partGranger(Xi,nx=1,ny=1,order=order)$orig
Xj <- t(rbind(XX[jj,],XX[ii,],XX[-c(ii,jj),]))
cg[jj,ii,bss]= partGranger(Xj,nx=1,ny=1,order=order)$orig
}}
}
for(ii in 1:(l-1)) {
for (jj in (ii+1):l){
if (quantile(cg[ii,jj,],1-p/(ncol(data)^2-ncol(data)))>out$orig[ii,jj])
{out$prb[jj,ii]=0} else {out$prb[jj,ii]=1}
if (quantile(cg[jj,ii,],1-p/(ncol(data)^2-ncol(data)))>out$orig[jj,ii])
{out$prb[ii,jj]=0} else {out$prb[ii,jj]=1}
}}
out
}
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