A framework to infer causality on a pair of time series of real numbers based on variablelag Granger causality and transfer entropy. Typically, Granger causality and transfer entropy have an assumption of a fixed and constant time delay between the cause and effect. However, for a nonstationary time series, this assumption is not true. For example, considering two time series of velocity of person A and person B where B follows A. At some time, B stops tying his shoes, then running to catch up A. The fixedlag assumption is not true in this case. We propose a framework that allows variablelags between cause and effect in Granger causality and transfer entropy to allow them to deal with variablelag nonstationary time series. Please see Chainarong Amornbunchornvej, Elena Zheleva, and Tanya BergerWolf (2021) <doi:10.1145/3441452> when referring to this package in publications.
Package details 


Author  Chainarong Amornbunchornvej [aut, cre] (<https://orcid.org/0000000331310370>) 
Maintainer  Chainarong Amornbunchornvej <grandca@gmail.com> 
License  GPL3 
Version  0.1.5 
URL  https://github.com/DarkEyes/VLTimeSeriesCausality 
Package repository  View on CRAN 
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