MVGC
swMATH ID: | 14339 |
Software Authors: | Barnett, L.; Seth, A. K. |
Description: | 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. |
Homepage: | http://users.sussex.ac.uk/~lionelb/MVGC/html/mvgchelp.html |
Keywords: | Granger causality; Vector autoregressive modelling; Time series analysis |
Related Software: | GCCA; MuTE; Brain Connectivity Toolbox; NetworkX; ElemStatLearn; IOTA; FieldTrip; TRENTOOL; ChaLearn; JPID; TIM; MILCA; Octave; Python; Matlab; JIDT; SimTB; neuRosim; QSIMVN; sapa |
Cited in: | 14 Documents |
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Cited by 48 Authors
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