GitHub - jurobodik/Causality-in-extremes-of-time-series: Supplementary package for the publication "Causality in extremes of time series". Visit https://github.com/jurobodik/Granger-causality-in-extremes.git if you want to use the methods

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Supplementary package for Causality in extremes of time series.zip		Supplementary package for Causality in extremes of time series.zip

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This is the supplementary package for the manuscript "Causality in extremes of time series". This page serves purely for reproducibility purposes; the main page with improved functions was moved to https://github.com/jurobodik/Granger-causality-in-extremes.git. 

If you want to use the methods, visit https://github.com/jurobodik/Granger-causality-in-extremes.git

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Supplementary package for the publication "Causality in extremes of time series". Visit https://github.com/jurobodik/Granger-causality-in-extremes.git if you want to use the methods

link.springer.com/article/10.1007/s10687-023-00479-5

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