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项目作者： arahatashun

项目描述 ：
Port of Granger-causality
高级语言： Python
项目地址: git://github.com/arahatashun/Granger-causality-python.git
创建时间： 2018-05-05T11:20:57Z
项目社区：https://github.com/arahatashun/Granger-causality-python
开源协议：
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Granger_causality

This respository translates the Granger-causality repository of USC-Melady
to python.

Prerequisites

Glmnet for python

  1. pip install glmnet_py
  2. sudo apt-get install libgfortran3

Reference

Paper: A. Arnold, Y. Liu, and N. Abe. Temporal causal modeling with graphical granger methods. In KDD, 2007.
Available at https://www.andrewoarnold.com/frp781-arnold.pdf