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conditional_granger_causality

Function conditional_granger_causality 

Source
pub fn conditional_granger_causality(
    source: &[i32],
    target: &[i32],
    condition: &[i32],
    bin_size: usize,
    order: usize,
) -> f64
Expand description

Conditional Granger causality (Geweke 1984). Tests if source Granger-causes target controlling for condition.