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Improvements to Granger Causality evaluation #428
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Modified bst_granger.m and bst_granger_spectral.m (their results were not correct) Implemented the conditional GC both in time and frequency domain.
Thank you for these propositions. This represents a lot of work, and will require a lot of time to review on our end.
@HosseinShahabi @richardmleahy @rcassani @sbaillet Thanks |
dear team @HosseinShahabi @sbaillet @richardmleahy @rcassani @ftadel |
If you'd prefer to keep them as separate functions, please:
Thanks |
Modified bst_granger.m and bst_granger_spectral.m (their results were not correct)
Implemented the conditional GC both in time and frequency domain.
The functions "YuleWalker_Inverse" and "YuleWalker_Mask" are only used for the solution (maybe they can be moved in another folder).
Note that the approach I choose to follow in order to evaluate GCs can be readily generalized. For example it will be possible to evaluate multivariate GC (multiple source variables) both in time and frequency domain.