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]>

grangers_0.1.0.tar.gz
grangers_0.1.0.zip(r-4.7-any)grangers_0.1.0.zip(r-4.6-any)grangers_0.1.0.zip(r-4.5-any)
grangers_0.1.0.tgz(r-4.6-any)grangers_0.1.0.tgz(r-4.5-any)
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grangers_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
grangers/json (API)

# Install 'grangers' in R:
install.packages('grangers', repos = c('https://matfar88.r-universe.dev', 'https://cloud.r-project.org'))

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

Datasets:

On CRAN:

Conda:

3.48 score 6 stars 2 scripts 310 downloads 6 exports 16 dependencies

Last updated from:005614a6cc. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develNOTE104
source / vignettesOK167
linux-releaseNOTE107
macos-releaseNOTE128
macos-oldrelNOTE150
windows-develNOTE60
windows-releaseNOTE72
windows-oldrelNOTE62
wasm-releaseOK99

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

Dependencies:curljsonlitelatticelmtestMASSnlmequadprogquantmodsandwichstrucchangetseriesTTRurcavarsxtszoo