Implements unconditional and conditional Granger-causality spectra in the frequency domain, bootstrap inference for both spectra and their difference, and the Breitung-Candelon parametric tests. The bootstrap procedures follow Farnè and Montanari (2022) <doi:10.1007/s10614-021-10112-x>.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.5) |
| Imports: | vars, tseries |
| Published: | 2026-08-04 |
| DOI: | 10.32614/CRAN.package.grangers |
| Author: | Matteo Farnè [aut, cre], Angela Montanari [aut] |
| Maintainer: | Matteo Farnè <matteo.farne at unibo.it> |
| BugReports: | https://github.com/MatFar88/grangers/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/MatFar88/grangers |
| NeedsCompilation: | no |
| Citation: | grangers citation info |
| Materials: | README |
| CRAN checks: | grangers results |
| Reference manual: | grangers.html , grangers.pdf |
| Package source: | grangers_0.1.1.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_0.1.1.tgz, r-oldrel (arm64): grangers_0.1.1.tgz, r-release (x86_64): grangers_0.1.1.tgz, r-oldrel (x86_64): grangers_0.1.1.tgz |
| Old sources: | grangers archive |
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