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.