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pwollstadt / IDTxl

The Information Dynamics Toolkit xl (IDTxl) is a comprehensive software package for efficient inference of networks and their node dynamics from multivariate time series data using information theory.
http://pwollstadt.github.io/IDTxl/
GNU General Public License v3.0
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granger causality not implemented? #93

Closed AtomicNess123 closed 1 year ago

AtomicNess123 commented 1 year ago

Hi, and excellent work on this toolbox! I read the docs page where it says:

For network inference:
multivariate transfer entropy (TE)/Granger causality (GC)

However I couldn't find GC (Granger Causality) code in the toolbox. has it been implemented?

pwollstadt commented 1 year ago

Hello, to estimate granger causality, you can use the JIDTGaussianCMI estimator (see this tutorial page on estimators implemented in IDTxl and how to use them).

I will close this issue as it does not concern a problem with the code. If you have further questions on how to use IDTxl, please refer to the google mailing list. Thanks!