RKHS-Based Nonlinear Granger Causality Testing via Conditional Centering

Provides methods for nonlinear Granger causality testing in reproducing kernel Hilbert space (RKHS), using kernel ridge regression for conditional mean estimation and conditional centering for construction of the test statistic.


Reference manual

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install.packages("GrangerRKHS")

0.1.0 by Yuhan Tian, 25 days ago


Browse source code at https://github.com/cran/GrangerRKHS


Authors: Yuhan Tian [aut, cre] , Adam Waterbury [aut] , Marie-Christine Dueker [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats


See at CRAN