autocov_to_mvgc
Calculate conditional time-domain MVGC (multivariate Granger causality)
Syntax
F = autocov_to_mvgc(G,x,y)
Arguments
See also Common variable names and data structures.
input
G autocovariance sequence x vector of indices of target (causee) multi-variable y vector of indices of source (causal) multi-variable
output
F Granger causality
Description
Returns the time-domain MVGC
from the variable Y (specified by the vector of indices y) to the variable X (specified by the vector of indices x), conditional on all other variables Z represented in G, for a stationary VAR process with autocovariance sequence G. See ref. [1] for details.
The caller should take note of any warnings issued by this function and test results with a call isbad|(F,false)|.
References
[1] L. Barnett and A. K. Seth, The MVGC Multivariate Granger Causality Toolbox: A New Approach to Granger-causal Inference, J. Neurosci. Methods 223, 2014 [ preprint ].