{ "_id": "6a1bf0bc1d7bb097a0a22e98", "Package": "VLTimeCausality", "Title": "Variable-Lag Time Series Causality Inference Framework", "Version": "0.1.5", "Authors@R": "person(given = \"Chainarong\",\nfamily = \"Amornbunchornvej\",\nrole = c(\"aut\", \"cre\"),\nemail = \"grandca@gmail.com\",\ncomment =c(ORCID = \"0000-0003-3131-0370\"))", "Description": "A framework to infer causality on a pair of time series of\nreal numbers based on variable-lag Granger causality and\ntransfer entropy. Typically, Granger causality and transfer\nentropy have an assumption of a fixed and constant time delay\nbetween the cause and effect. However, for a non-stationary\ntime series, this assumption is not true. For example,\nconsidering two time series of velocity of person A and person\nB where B follows A. At some time, B stops tying his shoes,\nthen running to catch up A. The fixed-lag assumption is not\ntrue in this case. We propose a framework that allows\nvariable-lags between cause and effect in Granger causality and\ntransfer entropy to allow them to deal with variable-lag\nnon-stationary time series. Please see Chainarong\nAmornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf (2021)\n when referring to this package in\npublications.", "License": "GPL-3", "URL": "https://github.com/DarkEyes/VLTimeSeriesCausality", "BugReports": "https://github.com/DarkEyes/VLTimeSeriesCausality/issues", "Language": "en-US", "Encoding": "UTF-8", "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": { "Date": "2026-05-31 08:19:37 UTC", "User": "root" }, "Author": "Chainarong Amornbunchornvej [aut, cre] (ORCID:\n)", "Maintainer": "Chainarong Amornbunchornvej ", "MD5sum": "75d283ddc023a26dc9003f758a38d640", "_user": "darkeyes", "_type": "src", "_file": "VLTimeCausality_0.1.5.tar.gz", "_fileid": 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series, data analysis, and bioinformatics\n", "uuid": 3850106 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "dtw", "role": "Depends" }, { "package": "tseries", "role": "Depends" }, { "package": "RTransferEntropy", "role": "Depends" }, { "package": "ggplot2", "version": ">= 3.0", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "markdown", "role": "Suggests" } ], "_owner": "darkeyes", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_topics": [ "causal-inference", "granger-causality", "time-series", "time-series-analysis", "transfer-entropy" ], "_stars": 72, "_contributors": [ { "user": "darkeyes", "count": 72, "uuid": 3850106 } ], "_userbio": { "uuid": 3850106, "type": "user", "name": "Chainarong Amornbunchornvej", "description": "\r\n A researcher in time series, data analysis, and bioinformatics\r\n" }, "_downloads": { 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