Package index

Extreme Granger causality test

Testing for direct causality between two time series, given potential confounders.

Extreme_causality_test()

Extreme Granger-causal test

Causal graph

Estimating the full causal graph between multiple time series, using the extreme Granger causality test.

Extreme_causality_graph()

Extreme Granger-causal graph estimate

Extreme_causality_graph_parallel()

Extreme Granger-causal graph parallelized estimate