ms_grangertest1

Faster implementation of the vector version of <code>lmtest::grangertest()</code>
which uses a vectorised lag operation.

Analysis and visualisation of synchrony, interaction, and joint
movements from audio and video movement data of a group of music performers. The demo is data described in Clayton, Leante, and
Tarsitani (2021) <doi:10.17605/OSF.IO/KS325>, while example analyses
can be found in Clayton, Jakubowski, and Eerola (2019)
<doi:10.1177/1029864919844809>. Additionally, wavelet analysis
techniques have been applied to examine movement-related
musical interactions, as shown in Eerola et al. (2018)
<doi:10.1098/rsos.171520>.

Tuomas Eerola

movementsync

Analysis and Visualisation of Musical Audio and Video Movement
Synchrony Data

Martin Clayton

Paul Emms

ms_grangertest1 function

<dl><dt>x</dt>
<dd>either a bivariate series (in which case y has to be missing) or a univariate series of observations.</dd>
<dt>y</dt>
<dd>a univariate series of observations (if x is univariate, too).</dd>
<dt>order</dt>
<dd>number of lags (in frames).</dd>
<dt>na.action</dt>
<dd>a function for eliminating NAs after aligning the series x and y.</dd>
<dt>...</dt>
<dd>passed to <code>lmtest::waldtest()</code>.</dd></dl>

Arguments

Test for Granger Causality — ms_grangertest1

<dl>

<dt>x</dt>
<dd>either a bivariate series (in which case y has to be missing) or a univariate series of observations.</dd>


<dt>y</dt>
<dd>a univariate series of observations (if x is univariate, too).</dd>


<dt>order</dt>
<dd>number of lags (in frames).</dd>


<dt>na.action</dt>
<dd>a function for eliminating NAs after aligning the series x and y.</dd>


<dt>...</dt>
<dd>passed to <code>lmtest::waldtest()</code>.</dd>

</dl>

ms_grangertest1: Test for Granger Causality

Description

Usage

Value

Arguments

See Also

Examples