VLTimeCausality

swMATH33925CRANVLTimeCausalityMaRDI QIDQ45634FDOQ45634

Variable-Lag Time Series Causality Inference Framework

Chainarong Amornbunchornvej

Last update: 24 January 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.4

Source code repository: https://github.com/cran/VLTimeCausality

Cites work

• Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis

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