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 <doi:10.48550/arXiv.1803.00374>.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.5) |
| Imports: | vars, tseries |
| Published: | 2019-06-03 |
| DOI: | 10.32614/CRAN.package.grangers |
| Author: | Matteo Farne', Angela Montanari |
| Maintainer: | Matteo Farne' <matteo.farne2 at unibo.it> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/MatFar88/grangers |
| NeedsCompilation: | no |
| CRAN checks: | grangers results |
| Reference manual: | grangers.pdf |
| Package source: | grangers_0.1.0.tar.gz |
| Windows binaries: | r-devel: grangers_0.1.0.zip, r-release: grangers_0.1.0.zip, r-oldrel: grangers_0.1.0.zip |
| macOS binaries: | r-release (arm64): grangers_0.1.0.tgz, r-oldrel (arm64): grangers_0.1.0.tgz, r-release (x86_64): grangers_0.1.0.tgz, r-oldrel (x86_64): grangers_0.1.0.tgz |
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