Package: VLTimeCausality Title: Variable-Lag Time Series Causality Inference Framework Version: 0.1.5 Authors@R: person(given = "Chainarong", family = "Amornbunchornvej", role = c("aut", "cre"), email = "grandca@gmail.com", comment =c(ORCID = "0000-0003-3131-0370")) Description: A framework to infer causality on a pair of time series of real numbers based on variable-lag Granger causality and transfer entropy. Typically, Granger causality and transfer entropy have an assumption of a fixed and constant time delay between the cause and effect. However, for a non-stationary time series, this assumption is not true. For example, considering two time series of velocity of person A and person B where B follows A. At some time, B stops tying his shoes, then running to catch up A. The fixed-lag assumption is not true in this case. We propose a framework that allows variable-lags between cause and effect in Granger causality and transfer entropy to allow them to deal with variable-lag non-stationary time series. Please see Chainarong Amornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf (2021) when referring to this package in publications. License: GPL-3 URL: https://github.com/DarkEyes/VLTimeSeriesCausality BugReports: https://github.com/DarkEyes/VLTimeSeriesCausality/issues Language: en-US Encoding: UTF-8 Depends: R (>= 3.5.0), dtw, tseries, RTransferEntropy Imports: ggplot2 (>= 3.0) Suggests: knitr, rmarkdown, markdown VignetteBuilder: knitr RoxygenNote: 7.3.1 Config/pak/sysreqs: libssl-dev Repository: https://darkeyes.r-universe.dev Date/Publication: 2024-06-04 02:58:54 UTC RemoteUrl: https://github.com/darkeyes/vltimeseriescausality RemoteRef: HEAD RemoteSha: e5e140b4376787b15e4140afc9408d47a44232bb NeedsCompilation: no Packaged: 2026-07-03 18:34:50 UTC; root Author: Chainarong Amornbunchornvej [aut, cre] (ORCID: ) Maintainer: Chainarong Amornbunchornvej