<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Variable-Lag Time Series Causality Inference Framework</dc:title>
  <dc:title>R package VLTimeCausality version 0.1.5</dc:title>
  <dc:description>A framework to infer causality on a pair of time series of real numbers based on variable-lag Granger causality and transfer entropy. Typically, Granger causality and transfer entropy have an assumption of a fixed and constant time delay between the cause and effect. However, for a non-stationary time series, this assumption is not true. For example, considering two time series of velocity of person A and person B where B follows A. At some time, B stops tying his shoes, then running to catch up A. The fixed-lag assumption is not true in this case. We propose a framework that allows variable-lags between cause and effect in Granger causality and transfer entropy to allow them to deal with variable-lag non-stationary time series. Please see Chainarong Amornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf (2021) &lt;doi:10.1145/3441452&gt; when referring to this package in publications.  </dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0), dtw, tseries, RTransferEntropy</dc:relation>
  <dc:relation>Imports: ggplot2 (&gt;= 3.0)</dc:relation>
  <dc:relation>Suggests: knitr, rmarkdown, markdown</dc:relation>
  <dc:creator>Chainarong Amornbunchornvej &lt;grandca@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Chainarong Amornbunchornvej [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0003-3131-0370&gt;)</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2024-05-28</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=VLTimeCausality</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.VLTimeCausality</dc:identifier>
  <dc:language>en-US</dc:language>
</oai_dc:dc>
