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NlinTS  

Models for Non Linear Causality Detection in Time Series
View on CRAN: Click here


Download and install NlinTS package within the R console
Install from CRAN:
install.packages("NlinTS")

Install from Github:
library("remotes")
install_github("cran/NlinTS")

Install by package version:
library("remotes")
install_version("NlinTS", "1.4.5")



Attach the package and use:
library("NlinTS")
Maintained by
Youssef Hmamouche
[Scholar Profile | Author Map]
First Published: 2018-02-23
Latest Update: 2021-02-02
Description:
Models for non-linear time series analysis and causality detection. The main functionalities of this package consist of an implementation of the classical causality test (C.W.J.Granger 1980) , and a non-linear version of it based on feed-forward neural networks. This package contains also an implementation of the Transfer Entropy , and the continuous Transfer Entropy using an approximation based on the k-nearest neighbors . There are also some other useful tools, like the VARNN (Vector Auto-Regressive Neural Network) prediction model, the Augmented test of stationarity, and the discrete and continuous entropy and mutual information.
How to cite:
Youssef Hmamouche (2018). NlinTS: Models for Non Linear Causality Detection in Time Series. R package version 1.4.5, https://cran.r-project.org/web/packages/NlinTS. Accessed 02 May. 2025.
Previous versions and publish date:
1.0 (2018-02-23 12:24), 1.2 (2018-03-12 20:12), 1.3.0 (2018-03-13 18:12), 1.3.1 (2018-03-15 09:56), 1.3.2 (2018-03-16 13:59), 1.3.3 (2018-07-18 22:40), 1.3.4 (2018-07-22 22:20), 1.3.5 (2018-09-10 21:30), 1.3.6 (2019-01-15 14:20), 1.3.7 (2019-01-22 23:30), 1.3.8 (2020-01-15 06:20), 1.3.9 (2020-06-29 14:50), 1.4.0 (2020-07-21 06:30), 1.4.1 (2020-07-27 08:30), 1.4.2 (2020-08-03 17:10), 1.4.3 (2020-09-03 17:32), 1.4.4 (2020-10-26 16:10)
Other packages that cited NlinTS R package
View NlinTS citation profile
Other R packages that NlinTS depends, imports, suggests or enhances
Complete documentation for NlinTS
Functions, R codes and Examples using the NlinTS R package
Some associated functions: causality.test . df.test . entropy_cont . entropy_disc . mi_cont . mi_disc . mi_disc_bi . nlin_causality.test . te_cont . te_disc . varmlp . 
Some associated R codes: RcppExports.R . modules.R .  Full NlinTS package functions and examples
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