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r / packages / r-grangers 0.1.0

Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inference on the difference between them via the bootstrap approach of Farne' and Montanari, 2018 <arXiv:1803.00374>.

Installers

  • noarch v0.1.0

conda install

To install this package run one of the following:
conda install r::r-grangers

Description


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