The MVGC multivariate Granger causality toolbox: A new approach to Granger-causal inference. The MVGC Matlab© Toolbox approach to G-causal inference is based on multiple equivalent representations of a VAR model by (i) regression parameters, (ii) the autocovariance sequence and (iii) the cross-power spectral density of the underlying process. It features a variety of algorithms for moving between these representations, enabling selection of the most suitable algorithms with regard to computational efficiency and numerical accuracy.
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References in zbMATH (referenced in 9 articles )
Showing results 1 to 9 of 9.
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