Package: grangers
Title: Inference on Granger-Causality in the Frequency Domain
Version: 0.1.0
Author: Matteo Farne' <matteo.farne2@unibo.it>, Angela Montanari
        <angela.montanari@unibo.it>
Maintainer: Matteo Farne' <matteo.farne2@unibo.it>
Description: 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>.
Depends: R (>= 3.5)
License: GPL (>= 2)
URL: https://github.com/MatFar88/grangers
Imports: vars, tseries
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: 2026-10-12 11:24:05 UTC; root