Package: NlinTS
Type: Package
Title: Models for Non Linear Causality Detection in Time Series
Version: 1.4.7
Date: 2026-03-23
Authors@R: c(person("Youssef", "Hmamouche", role = c("aut", "cre"), email = "hmamoucheyussef@gmail.com"))
Maintainer: Youssef Hmamouche <hmamoucheyussef@gmail.com>
Description: Models for non-linear time series analysis and causality
        detection. The main functionalities of this package consist of
        an implementation of the classical causality test
        (C.W.J.Granger 1980) <doi:10.1016/0165-1889(80)90069-X>, and a
        non-linear version of it based on feed-forward neural networks.
        This package contains also an implementation of the Transfer
        Entropy <doi:10.1103/PhysRevLett.85.461>, and the continuous
        Transfer Entropy using an approximation based on the k-nearest
        neighbors <doi:10.1103/PhysRevE.69.066138>. There are also some
        other useful tools, like the VARNN (Vector Auto-Regressive
        Neural Network) prediction model, the Augmented test of
        stationarity, and the discrete and continuous entropy and
        mutual information.
License: GNU General Public License
Depends: Rcpp
Imports: methods, timeSeries, Rdpack
RdMacros: Rdpack
LinkingTo: Rcpp
SystemRequirements: C++17
NeedsCompilation: yes
RoxygenNote: 7.3.3
Author: Youssef Hmamouche [aut, cre]
Packaged: 2026-09-16 11:59:36 UTC; root
Repository: https://cranhaven.r-universe.dev
Date/Publication: 2026-09-16 03:02:00 UTC
RemoteUrl: https://github.com/cranhaven/cranhaven.r-universe.dev
RemoteRef: package/NlinTS
RemoteSha: 883f877736f11a05cb4e1bc73de66642c8670fa9
RemoteSubdir: NlinTS