This toolbox provides functionality to analyze the connectivity in multivariate time series in the sense of Granger-causality. It is heavily inspired by the Matlab toolbox AsympPDC accompanying [1] and inherits the GPL v3 license from there.
See the documentation for detailed information.
[1] Sameshima, K. & Baccalà, L. A. Methods in Brain Connectivity Inference Through Multivariate Time Series Analysis. USA: CRC Press, 2016.
[2] Marple, Jr., S. Lawrence. Digital Spectral Analysis: Second Edition. USA: Dover Publications, 2019.