Granger-Causal Dynamic Complex Networks (GCDCN) model

The Granger-Causal Dynamic Complex Networks model (GCDCN 1.0) provides an easy way to analyse the dynamic causal co-movements of a system of time series variables.

Granger-Causal Dynamic Complex Networks (GCDCN) model.

Castagneto-Gissey, G. (2015)