NlinTS
Models for Non Linear Causality Detection in Time Series
Models for non-linear time series analysis and causality detection. The main functionalities of this package consist of an implementation of the classical causality test (C.W.J.Granger 1980) <doi:10.1016/0165-1889(80)90069-X>, and a non-linear version of it based on feed-forward neural networks. This package contains also an implementation of the Transfer Entropy <doi:10.1103/PhysRevLett.85.461>, and the continuous Transfer Entropy using an approximation based on the k-nearest neighbors <doi:10.1103/PhysRevE.69.066138>. There are also some other useful tools, like the VARNN (Vector Auto-Regressive Neural Network) prediction model, the Augmented test of stationarity, and the discrete and continuous entropy and mutual information.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.4.7 |
rolling linux/jammy R-4.5 | NlinTS_1.4.7.tar.gz |
286.4 KiB |
1.4.7 |
rolling linux/noble R-4.5 | NlinTS_1.4.7.tar.gz |
295.4 KiB |
1.4.7 |
rolling source/ R- | NlinTS_1.4.7.tar.gz |
55.9 KiB |
1.4.7 |
latest linux/jammy R-4.5 | NlinTS_1.4.7.tar.gz |
286.4 KiB |
1.4.7 |
latest linux/noble R-4.5 | NlinTS_1.4.7.tar.gz |
295.4 KiB |
1.4.7 |
latest source/ R- | NlinTS_1.4.7.tar.gz |
55.9 KiB |
1.4.7 |
2026-04-26 source/ R- | NlinTS_1.4.7.tar.gz |
55.9 KiB |
1.4.7 |
2026-04-23 source/ R- | NlinTS_1.4.7.tar.gz |
55.9 KiB |
1.4.7 |
2026-04-09 windows/windows R-4.5 | NlinTS_1.4.7.zip |
613.6 KiB |
1.4.5 |
2025-04-20 source/ R- | NlinTS_1.4.5.tar.gz |
55.9 KiB |