The Multivariate Granger Causality (MVGC) Toolbox

版本 1.3 (1.9 MB) 作者: LionelB
The MVGC Multivariate Granger Causality Toolbox facilitates Granger-causal inference from time-series data.
2.1K 次下载
更新时间 2022/3/10

This is the MVGC Multivariate Granger Causality MATLAB toolbox, previously hosted at http://www.sussex.ac.uk/sackler/mvgc

Current version is mvgc_v1.3, last updated March 2022

NOTE: this version includes an implementation of the new, more efficient and accurate state-space method for GC calculation, as detailed in:

L. Barnett and A. K. Seth, Granger causality for state-space models,
Phys. Rev. E 91(4) Rapid Communication, 2015.

See the file: mvgc_demo_statespace.m in the demo subdirectory.

This toolbox, developed at the Sackler Centre for Consciousness Science, University of Sussex, UK, provides MATLAB routines for efficient and accurate estimation and statistical inference of multivariate Granger causality from time-series data, as described in:

L. Barnett and A. K. Seth, "The MVGC Multivariate Granger Causality Toolbox: A new
approach to Granger-causal inference", J. Neurosci. Methods 223, pp 50-68, 2014.

For general support issues, comments, questions, bug reports and suggested enhancements, please email mvgctoolbox@sussex.ac.uk. We would especially like to know if you have found the toolbox useful in your research.

Please note that this software is provided freely under the GNU General Public License (version 3) and is for use at your own risk.

引用格式

Lionel Barnett and Anil K. Seth, "The MVGC Multivariate Granger Causality Toolbox: A new approach to Granger-causal inference", J. Neurosci. Methods 223 (2014), pp 50-68. DOI: 10.1016/j.jneumeth.2013.10.018

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core

demo

deprecated

deprecated/experimental

deprecated/utils

experimental

gc

gc/GCCA_compat

gc/subsample

maintainer

stats

utils

utils/control

utils/legacy

utils/legacy/randi

utils/legacy/rng

utils/stats

版本 已发布 发行说明
1.3

See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.3

1.2

See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.2
See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.2

1.1

See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.1
See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.1

要查看或报告此来自 GitHub 的附加功能中的问题,请访问其 GitHub 仓库
要查看或报告此来自 GitHub 的附加功能中的问题,请访问其 GitHub 仓库