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:
Run demo.m to get started.