Our matlab toolbox for Multiscale Granger Causality is available here ! Version 0.502, 24 July 2019
- Download and unzip MSGranger.zip
- Add the whole directory in your path
- Try it using the MAIN.m script and check additionnal information on the README.txt file
- You are there ! You should obtain a graph like the one below
For more information on the method or reference to cite:
Cekic, S., Grandjean, D., & Renaud, O. (2019). Multiscale Bayesian state-space model for Granger causality analysis of brain signal. Journal of Applied Statistics, 46(1), 66–84. https://doi.org/10.1080/02664763.2018.1455814
By frequency Granger Causality between three channels: