GCCA_tsdata_to_mvgc

Calculate conditional time-domain MVGC (multivariate Granger causality) from time series data by "traditional" method (as e.g. in GCCA toolbox)

Syntax

   F = GCCA_tsdata_to_mvgc(U,x,y,p,regmode)

Arguments

See also Common variable names and data structures.

input

   U          multi-trial time series data
   x          vector of indices of target (causee) multi-variable
   y          vector of indices of source (causal) multi-variable
   p          model order (number of lags)
   regmode    regression mode (default as in 'tsdata_to_var')

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 in the time series data U. The regression mode is set by the regmode parameter, which may be 'LWR' or 'OLS' (see tsdata_to_var for details and defaults).

If p is a vector of length 2, then p(1) is the number of lags for the full regression and p(2) the number of lags for the reduced regression. Otherwise, if p is a scalar, p lags are used for both the full and reduced regressions.

This routine is included mainly for compatibility with the Granger Causal Connectivity Analysis (GCCA) Toolbox [2]; the MVGC is calculated by performing separate full and reduced regressions - see [1] for details. Note that the preferred MVGC Toolbox method of calculating MVGC via the autocovariance sequence (see autocov_to_mvgc, mvgc_demo) only requires a single regression step and is thus generally more accurate.

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 ].

[2] A. K. Seth, "A MATLAB toolbox for Granger causal connectivity analysis", Journal of Neuroscience Methods 186, 2010.

See also

tsdata_to_var | autocov_to_mvgc | isbad