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Provides methods for nonlinear Granger causality testing in reproducing kernel Hilbert space (RKHS), using kernel ridge regression for conditional mean estimation and conditional centering for construction of the test statistic.
| Version: | 0.1.0 |
| Imports: | stats |
| Published: | 2026-09-12 |
| DOI: | 10.32614/CRAN.package.GrangerRKHS |
| Author: | Yuhan Tian [aut, cre], Adam Waterbury [aut], Marie-Christine Dueker [aut] |
| Maintainer: | Yuhan Tian <tyh9293 at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| CRAN checks: | GrangerRKHS results |
| Reference manual: | GrangerRKHS.html , GrangerRKHS.pdf |
| Package source: | GrangerRKHS_0.1.0.tar.gz |
| Windows binaries: | r-devel: GrangerRKHS_0.1.0.zip, r-release: GrangerRKHS_0.1.0.zip, r-oldrel: GrangerRKHS_0.1.0.zip |
| macOS binaries: | r-release (arm64): GrangerRKHS_0.1.0.tgz, r-oldrel (arm64): GrangerRKHS_0.1.0.tgz, r-release (x86_64): GrangerRKHS_0.1.0.tgz, r-oldrel (x86_64): GrangerRKHS_0.1.0.tgz |
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