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>.

Version: 0.1.0
Depends: R (≥ 3.5)
Imports: vars, tseries
Published: 2019-06-03
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

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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
OS X binaries: r-release: grangers_0.1.0.tgz, r-oldrel: grangers_0.1.0.tgz

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