grangers
Inference on Granger-Causality in the Frequency Domain
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling source/ R- | grangers_0.1.0.tar.gz |
17.8 KiB |
0.1.0 |
rolling linux/jammy R-4.5 | grangers_0.1.0.tar.gz |
106.7 KiB |
0.1.0 |
rolling linux/noble R-4.5 | grangers_0.1.0.tar.gz |
106.7 KiB |
0.1.0 |
latest source/ R- | grangers_0.1.0.tar.gz |
17.8 KiB |
0.1.0 |
latest linux/jammy R-4.5 | grangers_0.1.0.tar.gz |
106.7 KiB |
0.1.0 |
latest linux/noble R-4.5 | grangers_0.1.0.tar.gz |
106.7 KiB |
0.1.0 |
2026-04-23 source/ R- | grangers_0.1.0.tar.gz |
17.8 KiB |
0.1.0 |
2026-04-09 windows/windows R-4.5 | grangers_0.1.0.zip |
109.8 KiB |
0.1.0 |
2025-04-20 source/ R- | grangers_0.1.0.tar.gz |
17.8 KiB |