{ "_id": "6accc453a14063b82c3a8e68", "Package": "grangers", "Title": "Inference on Granger-Causality in the Frequency Domain", "Version": "0.1.0", "Author": "Matteo Farne' , Angela Montanari\n", "Maintainer": "Matteo Farne' ", "Description": "Contains five functions performing the calculation of\nunconditional and conditional Granger-causality spectra, and\nbootstrap inference on both, via the bootstrap approach of\nFarne' and Montanari .", "License": "GPL (>= 2)", "URL": "https://github.com/MatFar88/grangers", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "6.1.1", "Config/pak/sysreqs": "libssl-dev", "Repository": "https://matfar88.r-universe.dev", "Date/Publication": "2020-06-11 08:46:02 UTC", "RemoteUrl": "https://github.com/matfar88/grangers", "RemoteRef": "HEAD", "RemoteSha": "005614a6ccb4271bb993529a5dc57189a6691056", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-12 11:24:05 UTC", "User": "root" }, "_user": "matfar88", "_type": "src", "_file": "grangers_0.1.0.tar.gz", "_fileid": "https://r2.ropensci.org/ce7e77dc89a2c43a5fbf11a223c6097bcbb3827e7cd83afab299419d522b606c", "_filesize": 157891, "_sha256": "ce7e77dc89a2c43a5fbf11a223c6097bcbb3827e7cd83afab299419d522b606c", "_expires": "2027-01-20T11:28:17.000Z", "_created": "2026-10-12T11:24:05.000Z", "_published": "2026-10-12T11:28:19.204Z", "_buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809", "_status": "success", "_host": "GitHub-Actions", "_jobs": [ { "job": 114788075399, "time": 104, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "NOTE", "artifact": "11743416221" }, { "job": 114788075234, "time": 107, "config": "linux-release-x86_64", "r": "4.6.1", "check": "NOTE", "artifact": "11743851299" }, { "job": 114788075392, "time": 150, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "NOTE", "artifact": "11743946322" }, { "job": 114788075241, "time": 128, "config": "macos-release-arm64", "r": "4.6.1", "check": "NOTE", "artifact": "11743237134" }, { "job": 114787067501, "time": 167, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "11743511181" }, { "job": 114788075279, "time": 99, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "11743167044" }, { "job": 114788075352, "time": 60, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "NOTE", "artifact": "11743206868" }, { "job": 114788075383, "time": 62, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "NOTE", "artifact": "11744205764" }, { "job": 114788075321, "time": 72, "config": "windows-release-x86_64", "r": "4.6.1", "check": "NOTE", "artifact": "11743655932" } ], "_upstream": "https://github.com/matfar88/grangers", "_commit": { "id": "005614a6ccb4271bb993529a5dc57189a6691056", "author": "MatFar88 ", "committer": "MatFar88 ", "message": "Final update.\n", "time": 1591865162 }, "_maintainer": { "name": "Matteo Farne", "email": "matteo.farne2@unibo.it", "login": "matfar88", "orcid": "0000-0002-2403-6599", "description": "Matteo Farnè received in 2016 his PhD in Statistical Sciences at the University of Bologna, where he currrently is Associate Professor in Statistics.", "uuid": 24843034 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5", "role": "Depends" }, { "package": "vars", "role": "Imports" }, { "package": "tseries", "role": "Imports" } ], "_owner": "matfar88", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 6, "_contributors": [ { "user": "matfar88", "count": 33, "uuid": 24843034 } ], "_userbio": { "uuid": 24843034, "type": "user", "name": "Matteo Farnè", "followers": 12, "description": "Matteo Farnè received in 2016 his PhD in Statistical Sciences at the University of Bologna, where he currrently is Associate Professor in Statistics." }, "_downloads": { "count": 310, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/grangers" }, "_devurl": "https://github.com/matfar88/grangers", "_searchresults": 2, "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/grangers.html", "extra/manual.pdf", "extra/readme.html", "extra/readme.md", "LICENSE" ], "_homeurl": "https://github.com/matfar88/grangers", "_realowner": "matfar88", "_cranurl": true, "_releases": [ { "version": "0.1.0", "date": "2019-06-03" }, { "version": "0.1.1", "date": "2026-08-04" } ], "_exports": [ "bc_test_cond", "bc_test_uncond", "Granger.conditional", "Granger.inference.conditional", "Granger.inference.unconditional", "Granger.unconditional" ], "_datasets": [ { "name": "euro_area_indicators", "title": "Six Euro Area Monetary Indicators", "object": "euro_area_indicators", "class": [ "data.frame" ], "fields": [ "RealGdp.rate.ts", "m3.rate.ts", "m1.rate.ts", "hicp.rate.ts", "un.rate.ts", "ltn.rate.ts" ], "rows": 76, "table": true, "tojson": true } ], "_help": [ { "page": "bc_test_cond", "title": "Conditional Granger-causality test of Breitung and Candelon (2006)", "topics": [ "bc_test_cond" ] }, { "page": "bc_test_uncond", "title": "Unconditional Granger-causality test of Breitung and Candelon (2006)", "topics": [ "bc_test_uncond" ] }, { "page": "euro_area_indicators", "title": "Six Euro Area Monetary Indicators", "topics": [ "euro_area_indicators" ] }, { "page": "Granger.conditional", "title": "Conditional Granger-causality estimation", "topics": [ "Granger.conditional" ] }, { "page": "Granger.inference.conditional", "title": "Inference on conditional Granger-causality", "topics": [ "Granger.inference.conditional" ] }, { "page": "Granger.inference.unconditional", "title": "Inference on unconditional Granger-causality", "topics": [ "Granger.inference.unconditional" ] }, { "page": "Granger.unconditional", "title": "Unconditional Granger-causality estimation", "topics": [ "Granger.unconditional" ] } ], "_readme": "https://github.com/matfar88/grangers/raw/HEAD/README.md", "_rundeps": [ "curl", "jsonlite", "lattice", "lmtest", "MASS", "nlme", "quadprog", "quantmod", "sandwich", "strucchange", "tseries", "TTR", "urca", "vars", "xts", "zoo" ], "_score": 3.4771212547196626, "_indexed": true, "_nocasepkg": "grangers", "_universes": [ "matfar88" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.0", "date": "2026-10-12T11:25:53.000Z", "distro": "resolute", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/f92c50885343e1e8492ffabf72bbeb56bfc45caedcf93cb86587725f9cd2bbb7", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" }, { "r": "4.6.1", "os": "linux", "version": "0.1.0", "date": "2026-10-12T11:25:50.000Z", "distro": "resolute", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/b2569d3e4979cbd99101921e78185701805b25242f7afa81cdbc327c415a7fe1", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" }, { "r": "4.5.3", "os": "mac", "version": "0.1.0", "date": "2026-10-12T11:27:11.000Z", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/d516b52274a7d726783325ca4f47eb41c14f9034139da89fd2356ce538a2d597", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" }, { "r": "4.6.1", "os": "mac", "version": "0.1.0", "date": "2026-10-12T11:26:33.000Z", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/0642c8d018cede9a6a4936ae507607541597e0f7963fd51c909d133b5552a4f3", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.0", "date": "2026-10-12T11:25:59.000Z", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/0506185fd9474442333f14a96ed4b65b8c20fb83b45e4bd493d172d2216f8731", "status": "success", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" }, { "r": "4.7.0", "os": "win", "version": "0.1.0", "date": "2026-10-12T11:25:03.000Z", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/3e82645f2d87e89338dfe5a0909803acf2f3af55a753212efaae4444a34efa04", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" }, { "r": "4.5.3", "os": "win", "version": "0.1.0", "date": "2026-10-12T11:25:07.000Z", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/c91b4ac2d807f870ac2884beeb6977ad4043329884adc5eb557668bdb809a821", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" }, { "r": "4.6.1", "os": "win", "version": "0.1.0", "date": "2026-10-12T11:25:12.000Z", "commit": "005614a6ccb4271bb993529a5dc57189a6691056", "fileid": "https://r2.ropensci.org/b89af76603d78e7122a9991e186471a58bda5d9149278785b919738d9db6c29c", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/matfar88/actions/runs/38242094809" } ] }