Package: grangers 0.1.0

grangers: Inference on Granger-Causality in the Frequency Domain

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

Authors:Matteo Farne' <[email protected]>, Angela Montanari <[email protected]>

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Peer review:

Bug tracker:https://github.com/matfar88/grangers/issues

On CRAN:

6 exports 6 stars 1.18 score 16 dependencies 180 downloads

Last updated 4 years agofrom:005614a6cc. Checks:OK: 1 NOTE: 6. Indexed: yes.

Exports:bc_test_condbc_test_uncondGranger.conditionalGranger.inference.conditionalGranger.inference.unconditionalGranger.unconditional

Dependencies:curljsonlitelatticelmtestMASSnlmequadprogquantmodsandwichstrucchangetseriesTTRurcavarsxtszoo