GrangerCausality

DESCRIPTION

MATLAB module that infers significant causal links between time series.  

REQUIREMENTS

MATLAB 2017 or higher.

INSTALLATION

1. Run setup.m
2. Try example.m.

MAIN FUNCTIONS

inferNetworkWithGranger.m
granger.m 

AUTHORS

Patrick Desrosiers and Maxime Tremblay for DCCLab @ CERVO Cervo Brain Research Centre

VERSIONS

First: 2015
Updated: January 2018