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grangers

Inference on Granger-Causality in the Frequency Domain

v0.1.0 · Jun 3, 2019 · GPL (>= 2)

Description

Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inference on the difference between them via the bootstrap approach of Farne' and Montanari, 2018 <arXiv:1803.00374>.

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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang NOTE
r-devel-linux-x86_64-fedora-gcc NOTE
r-devel-macos-arm64 NOTE
r-devel-windows-x86_64 NOTE
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 NOTE
r-release-linux-x86_64 NOTE
r-release-macos-arm64 NOTE
r-release-macos-x86_64 NOTE
r-release-windows-x86_64 NOTE
Check details (16 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Matteo Farne' <matteo.farne2@unibo.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Matteo",
                      family = "Farne'",
                      role = c("aut", "cre"),
                      email = "matteo.farne2@unibo.it"),
               person(given = "Angela",
                      family = "Montanari",
                      role = "aut",
                      email = "angela.montanari@unibo.it"))
as necessary.

The Description field contains
  Farne' and Montanari, 2018 <arXiv:1803.00374>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Matteo Farne' <matteo.farne2@unibo.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Matteo",
                      family = "Farne'",
                      role = c("aut", "cre"),
                      email = "matteo.farne2@unibo.it"),
               person(given = "Angela",
                      family = "Montanari",
                      role = "aut",
                      email = "angela.montanari@unibo.it"))
as necessary.

The Description field contains
  Farne' and Montanari, 2018 <arXiv:1803.00374>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:71: Lost braces; missing escapes or markup?
    71 |         least one root larger than one) on bootstrapped \verb{x}, \verb{y} and {z}.
       |                                                                                ^

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Matteo Farne' <matteo.farne2@unibo.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Matteo",
                      family = "Farne'",
                      role = c("aut", "cre"),
                      email = "matteo.farne2@unibo.it"),
               person(given = "Angela",
                      family = "Montanari",
                      role = "aut",
                      email = "angela.montanari@unibo.it"))
as necessary.

The De
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Matteo Farne' <matteo.farne2@unibo.it>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Matteo",
                      family = "Farne'",
                      role = c("aut", "cre"),
                      email = "matteo.farne2@unibo.it"),
               person(given = "Angela",
                      family = "Montanari",
                      role = "aut",
                      email = "angela.montanari@unibo.it"))
as necessary.

The De
NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-release-macos-arm64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  
NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) Granger.inference.difference.Rd:65: Lost braces; missing escapes or markup?
    65 |         least one root larger than one) on bootstrapped \verb{x} and {y}.
       |                                                                      ^
checkRd: (-1) Granger.inference.difference.Rd:68: Lost braces; missing escapes or markup?
    68 |         least one root larger than one) on bootstrapped \verb{x} and {z}.
       |                                                                  

Dependency Network

Dependencies Reverse dependencies vars tseries grangers

Version History

new 0.1.0 Mar 9, 2026