NlinTS

1.4.7

Models for Non Linear Causality Detection in Time Series

0packages depend

5.1Kdownloads / year

–test coverage

10/13checks pass

Overview

About

Maintained by Youssef HmamoucheFirst published 2018-02-2320 releasesCRAN page ↗

Models for non-linear time series analysis and causality detection. The main functionalities of this package consist of an implementation of the classical causality test (C.W.J.Granger 1980) doi:10.1016/0165-1889(80)90069-X, and a non-linear version of it based on feed-forward neural networks. This package contains also an implementation of the Transfer Entropy doi:10.1103/PhysRevLett.85.461, and the continuous Transfer Entropy using an approximation based on the k-nearest neighbors doi:10.1103/PhysRevE.69.066138. There are also some other useful tools, like the VARNN (Vector Auto-Regressive Neural Network) prediction model, the Augmented test of stationarity, and the discrete and continuous entropy and mutual information.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("NlinTS", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-nlints

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-NlinTS

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

3ERROR10OK

Failing flavors

ERROR r-oldrel-macos-arm64
ERROR r-oldrel-macos-x86_64
ERROR r-release-macos-x86_64

Slowest check: 3.7 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

ERROR2026-03-24
10 OK · 1 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE
NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 55%

Downloads

5.1K

CRAN downloads in the past year

Rank #9,519 · ~14/day · ~425/mo

Releases R versions

Daily download trend is not available in this view yet.

33930 days

1.1K90 days

5.1K1 year

Compare downloads with other packages →

Also on460 r2u23 autocran69 c2d4u

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

Rcpp

Imports (3)

methodstimeSeries Rdpack

LinkingTo (1)

Rcpp

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Youssef Hmamouche

Author, Maintainer

Authors (1)

Youssef Hmamouche

Author, Maintainer

Listed in earlier versions (1)

Sylvain Barthelemy

no longer listed · 1.0 to 1.3.9

Package Timeline

20 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.4.7Latest
2026-03-23 · current release · diff ↗
1.4.6
2025-12-16 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.4.5
2021-02-02 · diff ↗
1.4.4
2020-10-26 · diff ↗
1.4.3
2020-09-03 · diff ↗
1.4.2
2020-08-03 · diff ↗
1.4.1
2020-07-27 · diff ↗
1.4.0
2020-07-21 · diff ↗
1.3.9
2020-06-29 · diff ↗
R
R 4.0.0 released · 2020-04-24

Show 16 earlier events

1.3.8
2020-01-15 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.3.7
2019-01-22 · diff ↗
1.3.6
2019-01-15 · diff ↗
1.3.5
2018-09-10 · diff ↗
1.3.4
2018-07-22 · diff ↗
1.3.3
2018-07-18 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.3.2
2018-03-16 · diff ↗
1.3.1
2018-03-15 · diff ↗
1.3.0
2018-03-13 · diff ↗
1.2
2018-03-12 · diff ↗
unarchivedReturned to CRAN
2018-03-12
archivedRemoved from CRAN
2018-03-10
check problems were not corrected despite reminder ASAN and valgrind errors
1.0
2018-02-23
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2018-02-23
Total releases: 20 / 8 yrs
License: GNU General Public License
Download size: 56 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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