autocov_to_pwcgc
Calculate pairwise-conditional time-domain MVGCs (multivariate Granger causalities)
Syntax
F = autocov_to_pwcgc(G)
Arguments
See also Common variable names and data structures.
input
G autocovariance sequence
output
F Granger causality matrix
Description
Returns the matrix F of pairwise-conditional time-domain MVGCs
(where [ij] denotes omission of the ij-th variables) between all pairs of variables 
represented in G, for a stationary VAR process with autocovariance sequence G. Note that the first index i of F is the target (causee) variable, the second j the source (causal) variable. 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 ].