Models for Non Linear Causality Detection in Time Series

Documentation for package ‘NlinTS’ version 1.4.5

NlinTS-package	Models for non-linear causality detection in time series.
causality.test	The Granger causality test
df.test	Augmented Dickey_Fuller test
entropy_cont	Continuous entropy
entropy_disc	Discrete Entropy
mi_cont	Continuous Mutual Information
mi_disc	Discrete multivariate Mutual Information
mi_disc_bi	Discrete bivariate Mutual Information
NlinTS	Models for non-linear causality detection in time series.
nlin_causality.test	A non linear Granger causality test
te_cont	Continuous Transfer Entropy
te_disc	Discrete Transfer Entropy
varmlp	Artificial Neural Network VAR (Vector Auto-Regressive) model using a MultiLayer Perceptron, with the sigmoid activation function. The optimization algorithm is based on the stochastic gradient descent.