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CopulaGrangerCausality_ContinuousData

Copula Granger causality for continuous time series, as described in

Meng Hu and Hualou Liang, A copula approach to assessing Granger causality, NeuroImage, 100:125-124, 2014.

To create a local version on your computer of the folder, open the terminal on your computer, change directory to where you want this folder to go. Enter the command

git clone https://github.com/hualouliang/CopulaGrangerCausality_ContinuousData

Change directories to this folder:

cd CopulaGrangerCausality_ContinuousData

Run demo.m to get started.

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Copula Granger causality for continuous time series

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