This package implements the framework proposed in Heerah et al. (2020) to perform Granger-Causal tests on (short) bivariate and irregularly sampled signals (with same sampling times for each signal). The main functions allow to plot the two signals of interest and to perform a Granger-Causal test for the different directions of possible influence.
The data sets in this package may change at a moments notice.
Useful links:
Maintainer: Roberto Molinari roberto.molinari@hotmail.it [copyright holder]
Authors:
Stephane Guerrier [copyright holder]