Published October 12, 2020 | Version v1.2
Software Open

Code for Granger causality and CCM analyses

Authors/Creators

  • 1. CNRS
  • 2. University of Bordeaux

Description

Inferring species interactions from time series using Granger causality and CCM analyses, comparing performances of both methods. Includes high-dim linear MAR(1) models and 2x2 pairwise GC with corrections for multiple comparisons. Companion code to https://arxiv.org/abs/1909.00731

Files

fbarraquand/GCausality-v1.2.zip

Files (8.8 MB)

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Additional details

Related works

Is supplement to
https://github.com/fbarraquand/GCausality/tree/v1.2 (URL)