matlab toolbox to compute time-varying frequency-specific Granger-causality

Our matlab toolbox for Multiscale Granger Causality is available here ! Version 0.502, 24 July 2019

  1. Download and unzip
  2. Add the whole directory in your path
  3. Try it using the MAIN.m script and check additionnal information on the README.txt file
  4. 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.

By frequency Granger Causality between three channels: