The MVGC multivariate Granger causality toolbox: A new approach to Granger-causal inference
نویسندگان
چکیده
منابع مشابه
The MVGC multivariate Granger causality toolbox: a new approach to Granger-causal inference.
BACKGROUND Wiener-Granger causality ("G-causality") is a statistical notion of causality applicable to time series data, whereby cause precedes, and helps predict, effect. It is defined in both time and frequency domains, and allows for the conditioning out of common causal influences. Originally developed in the context of econometric theory, it has since achieved broad application in the neur...
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ژورنال
عنوان ژورنال: Journal of Neuroscience Methods
سال: 2014
ISSN: 0165-0270
DOI: 10.1016/j.jneumeth.2013.10.018