R Package for Granger-Causal Analysis of Irregularly Sampled Signals

For users who are interested in having the latest developments, the GitHub version is ideal although more dependencies are required to run a stable version of the package. Most importantly, users must have a (C++) compiler installed on their machine that is compatible with R (e.g. Clang).

# Install dependencies
install.packages(c("RcppArmadillo","devtools","knitr","rmarkdown"))

# Install the package from GitHub without Vignettes/User Guides
devtools::install_github("SMAC-Group/irg")

# Install the package with Vignettes/User Guides 
devtools::install_github("SMAC-Group/irg", build_vignettes = TRUE)

The setup to obtain the development version of irg is platform dependent.

License

The license this source code is released under is the GNU AFFERO GENERAL PUBLIC LICENSE (AGPL) v3.0. Please see the LICENSE file for full text. Otherwise, please consult TLDR Legal or GNU which will provide a synopsis of the restrictions placed upon the code.