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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grangers/json (API)

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

Peer review:

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

Datasets:

On CRAN:

3.48 score 6 stars 149 downloads 6 exports 16 dependencies

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

TargetResultDate
Doc / VignettesOKNov 05 2024
R-4.5-winNOTENov 05 2024
R-4.5-linuxNOTENov 05 2024
R-4.4-winNOTENov 05 2024
R-4.4-macNOTENov 05 2024
R-4.3-winNOTENov 05 2024
R-4.3-macNOTENov 05 2024

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

Dependencies:curljsonlitelatticelmtestMASSnlmequadprogquantmodsandwichstrucchangetseriesTTRurcavarsxtszoo