irg-package: irg: Granger-Causal Tests for Irregularly Sampled Signals

Description Details Author(s) See Also

Description

This package implements the framework proposed in Heerah et al. (2020) to perform Granger-Causal tests on (short) bivariate and irregularly sampled signals (with same sampling times for each signal). The main functions allow to plot the two signals of interest and to perform a Granger-Causal test for the different directions of possible influence.

Details

The data sets in this package may change at a moments notice.

Author(s)

Maintainer: Roberto Molinari roberto.molinari@hotmail.it [copyright holder]

Authors:

See Also

Useful links:


SMAC-Group/irg documentation built on Sept. 9, 2021, 7:16 p.m.