VLTimeCausality
Variable-Lag Time Series Causality Inference Framework
A framework to infer causality on a pair of time series of real numbers based on variable-lag Granger causality and transfer entropy. Typically, Granger causality and transfer entropy have an assumption of a fixed and constant time delay between the cause and effect. However, for a non-stationary time series, this assumption is not true. For example, considering two time series of velocity of person A and person B where B follows A. At some time, B stops tying his shoes, then running to catch up A. The fixed-lag assumption is not true in this case. We propose a framework that allows variable-lags between cause and effect in Granger causality and transfer entropy to allow them to deal with variable-lag non-stationary time series. Please see Chainarong Amornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf (2021) <doi:10.1145/3441452> when referring to this package in publications.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.5 |
rolling linux/jammy R-4.5 | VLTimeCausality_0.1.5.tar.gz |
168.8 KiB |
0.1.5 |
rolling linux/noble R-4.5 | VLTimeCausality_0.1.5.tar.gz |
168.7 KiB |
0.1.5 |
rolling source/ R- | VLTimeCausality_0.1.5.tar.gz |
177.0 KiB |
0.1.5 |
latest linux/jammy R-4.5 | VLTimeCausality_0.1.5.tar.gz |
168.8 KiB |
0.1.5 |
latest linux/noble R-4.5 | VLTimeCausality_0.1.5.tar.gz |
168.7 KiB |
0.1.5 |
latest source/ R- | VLTimeCausality_0.1.5.tar.gz |
177.0 KiB |
0.1.5 |
2026-04-26 source/ R- | VLTimeCausality_0.1.5.tar.gz |
177.0 KiB |
0.1.5 |
2026-04-23 source/ R- | VLTimeCausality_0.1.5.tar.gz |
177.0 KiB |
0.1.5 |
2026-04-09 windows/windows R-4.5 | VLTimeCausality_0.1.5.zip |
173.4 KiB |
0.1.5 |
2025-04-20 source/ R- | VLTimeCausality_0.1.5.tar.gz |
177.0 KiB |