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FunctionsOfTheNewRPackage  
Updated Jun 7, 2014 by erdoganc...@gmail.com

Functions of the New R Package

Introduction

Bjorn Roelstraete wrote the R package "FIAR". The latest version is 0.5. Unfortunately, he stopped the update the package and that valuable package was removed from CRAN. Hence, our aim is to create a new package whose base is FIAR, and that will include "transfer entropy" relation of G-causality, and transfer entropy calculations (partial symbolic transfer entropy etc.) besides multivariate Granger functions (conditional/partial/difference G-causality).

The functions in the FIAR package

ARorder: Compute AIC/BIC of a series of Multivariate AR models and returns the order of the model which minimizes this AIC/BIC.

ARsem: Structural Equation Modelling-related; hence: neglect this!

condGranger: CONDITIOANAL GRANGER CAUSALITY

dcmCompare: Dynamic Causal Modelling-related; hence: neglect this!

dcmEstimate: Dynamic Causal Modelling-related; hence: neglect this!

dcmEvidence: Dynamic Causal Modelling-related; hence: neglect this!

dcmGenerate: Dynamic Causal Modelling-related; hence: neglect this!

dcmParam: Dynamic Causal Modelling-related; hence: neglect this!

diffGranger: DIFFERENCE GRANGER CAUSALITY

hrfColnvolve:

partGranger: PARTIAL GRANGER CAUSALITY

pdiffGranger: PARTIAL DIFFERENCE GRANGER CAUSALITY

SEMexctract:Structural Equation Modelling-related; hence: neglect this!

.Depends: We will use the same baseline packages of FIAR as dependencies.

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