RKHS-Based Nonlinear Granger Causality Testing via Conditional
Centering
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Documentation for package ‘GrangerRKHS’ version 0.1.0
Help Pages
| gc_sigma2_hat_null_exact | Estimate Innovation Variance Under the Null Model |
| granger_rkhs | Nonlinear Granger Causality Test via Conditional Centering in RKHS |
| kernel_gaussian_tau | Gaussian Kernel with Bandwidth Parameter |
| kernel_gram | Construct an Empirical Kernel (Gram) Matrix |
| lagged_design | Construct Lagged Design Matrix for VAR Models |
| nlVAR_sim | Simulate a Nonlinear Vector Autoregressive Process |