This code accompanies the methods described in:
Parra, L. C., Silvan, A., Nentwich, M., Madsen, J., Parra, V. E., & Babadi, B. (2025). VARX Granger analysis: Models for neuroscience, physiology, sociology and econometrics. PLOS ONE, 20(1), e0313875. https://doi.org/10.1371/journal.pone.0313875
The code is available for matlab, python and R.
This repository contains example code from multiple projects. To generate the figures of the paper follow these instructions:
- Figure 2: run code cell in varx_demo.m
- Figure 3: run code cell in varx_demo.m
- Figure 4: run examples/simulate_gain_adaptation.m and follow instructions on where to get the data.
- Figure 5: data and code not yet available.
- Figure 6: run examples/varx_union_history.m
- Figure 7: run examples/varx_economy_example.m
- Figure 8: run code cell in varx_demo.m
- Figure 9: run code cell in varx_demo.m
- Figure 10: run examples/granger_simulation.m