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r / packages / r-grangers

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>.

Type Size Name Uploaded Downloads Labels
conda 119.9 kB | noarch/r-grangers-0.1.0-r43h142f84f_0.tar.bz2  11 months and 25 days ago 17 main
conda 119.6 kB | noarch/r-grangers-0.1.0-r42h142f84f_0.tar.bz2  2 years and 6 months ago 50 main
conda 119.9 kB | noarch/r-grangers-0.1.0-r36h6115d3f_0.tar.bz2  4 years and 10 months ago 114 main

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