grangerTest: Granger cause calculation for two vectors

In TTYE/CoSync-TestVersion: Analyzing sychonization network

Description

Granger cause calculation for two vectors

Usage

grangerTest(x, p = 1)

Arguments

x	- a matrix, rows are genes, columns are times
p	- lag

Value

significant p-value with hypothesis that x granger cause y with lag=order

References

[1] http://www.r-bloggers.com/chicken-or-the-egg-granger-causality-for-the-masses/ [2] Thurman W.N. & Fisher M.E. (1988), Chickens, Eggs, and Causality, or Which Came First?, American Journal of Agricultural Economics, 237-238.

Examples

#example 1
x = replicate(100, rnorm(5))
rownames(x)=paste("gene",1:nrow(x))
grangerTest(x, p=10)

#example 2
x = rbind(sin(1:100),cos(1:100))
rownames(x)=c("sin","cos")
grangerTest(x, p=4)

TTYE/CoSync-TestVersion documentation built on May 9, 2019, 7:08 p.m.