grangers: Inference on Granger-Causality in the Frequency Domain

Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inference on the difference between them via the bootstrap approach of Farne' and Montanari, 2018 <arXiv:1803.00374>.

Getting started

Package details

AuthorMatteo Farne' <>, Angela Montanari <>
MaintainerMatteo Farne' <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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grangers documentation built on June 3, 2019, 5:05 p.m.