Granger Causality with Signal-dependent Noise
Main function is 'demoTimeVaryingGCSDN.m'; how to use the function, please refer to the head of the function; There is also a example in both the head of the function, and a matlab file 'testToolBox.m' in the root direction
The dynamic GCSDN code was implemented by Mr Baobao Pan under the supervision of Dr Qiang Luo. This dynamic version is based on the previous toolbox for GCSDN coded by Dr Luo. Mr Pan (1233922@tongji.edu.cn) is currently a PhD candidate student in the Tongji University. Dr Luo (qluo@fudan.edu.cn) is currently a Young Associated Principal Investigator in the Fudan University. More details and references of this algorithm can be found in the following website https://sites.google.com/site/qluochina/Home/gcsdn