R granger-causality

Open-source R projects categorized as granger-causality
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Topics: transfer-entropy Correlation copula-entropy R causal-discovery
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Top 3 R granger-causality Projects

  • copent

    R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

  • transferentropy

    Code for the paper "Estimating Transfer Entropy via Copula Entropy"

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  • Econometrics-on-Stock-Data

    R finance guide - Algotrading101

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

Index

What are some of the best open-source granger-causality projects in R? This list will help you:

Project Stars
1 copent 38
2 transferentropy 37
3 Econometrics-on-Stock-Data 1

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