Package: grangers
Title: Inference on Granger-Causality in the Frequency Domain
Version: 0.1.1
Authors@R: c(
    person(given = "Matteo", family = "Farnè",
           role = c("aut", "cre"),
           email = "matteo.farne@unibo.it"),
    person(given = "Angela", family = "Montanari",
           role = "aut",
           email = "angela.montanari@unibo.it")
    )
Description: Implements unconditional and conditional Granger-causality spectra in the frequency domain, bootstrap inference for both spectra and their difference, and the Breitung-Candelon parametric tests. The bootstrap procedures follow Farnè and Montanari (2022) <doi:10.1007/s10614-021-10112-x>.
Depends: R (>= 3.5)
Imports: vars, tseries
License: GPL (>= 2)
URL: https://github.com/MatFar88/grangers
BugReports: https://github.com/MatFar88/grangers/issues
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-07-28 14:42:14 UTC; matteo.farne2
Author: Matteo Farnè [aut, cre],
  Angela Montanari [aut]
Maintainer: Matteo Farnè <matteo.farne@unibo.it>
Repository: CRAN
Date/Publication: 2026-08-04 14:20:09 UTC
Built: R 4.5.2; ; 2026-08-04 15:02:53 UTC; unix
