The Multivariate Granger Causality (MVGC) Toolbox

Version 1.3 (1.94 MB) by LionelB
The MVGC Multivariate Granger Causality Toolbox facilitates Granger-causal inference from time-series data.
1.9K Downloads
Updated 10 Mar 2022

This is the MVGC Multivariate Granger Causality MATLAB toolbox, previously hosted at http://www.sussex.ac.uk/sackler/mvgc

Current version is mvgc_v1.3, last updated March 2022

NOTE: this version includes an implementation of the new, more efficient and accurate state-space method for GC calculation, as detailed in:

L. Barnett and A. K. Seth, Granger causality for state-space models,
Phys. Rev. E 91(4) Rapid Communication, 2015.

See the file: mvgc_demo_statespace.m in the demo subdirectory.

This toolbox, developed at the Sackler Centre for Consciousness Science, University of Sussex, UK, provides MATLAB routines for efficient and accurate estimation and statistical inference of multivariate Granger causality from time-series data, as described in:

L. Barnett and A. K. Seth, "The MVGC Multivariate Granger Causality Toolbox: A new
approach to Granger-causal inference", J. Neurosci. Methods 223, pp 50-68, 2014.

For general support issues, comments, questions, bug reports and suggested enhancements, please email mvgctoolbox@sussex.ac.uk. We would especially like to know if you have found the toolbox useful in your research.

Please note that this software is provided freely under the GNU General Public License (version 3) and is for use at your own risk.

Cite As

Lionel Barnett and Anil K. Seth, "The MVGC Multivariate Granger Causality Toolbox: A new approach to Granger-causal inference", J. Neurosci. Methods 223 (2014), pp 50-68. DOI: 10.1016/j.jneumeth.2013.10.018

MATLAB Release Compatibility
Created with R2019b
Compatible with R2016b and later releases
Platform Compatibility
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core

demo

deprecated

deprecated/experimental

deprecated/utils

experimental

gc

gc/GCCA_compat

gc/subsample

maintainer

stats

utils

utils/control

utils/legacy

utils/legacy/randi

utils/legacy/rng

utils/stats

Version Published Release Notes
1.3

See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.3

1.2

See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.2
See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.2

1.1

See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.1
See release notes for this release on GitHub: https://github.com/lcbarnett/MVGC1/releases/tag/v1.1

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.