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 ].

See also

autocov_to_var | isbad