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pairwise_granger_causality

Function pairwise_granger_causality 

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

Pairwise Granger causality (Granger 1969). Returns log-likelihood ratio. Positive = source Granger-causes target.