NlinTS
Models for Non Linear Causality Detection in Time Series
Description
Models for non-linear time series analysis and causality detection. The main functionalities of this package consist of an implementation of the classical causality test (C.W.J.Granger 1980) <doi:10.1016/0165-1889(80)90069-X>, and a non-linear version of it based on feed-forward neural networks. This package contains also an implementation of the Transfer Entropy <doi:10.1103/PhysRevLett.85.461>, and the continuous Transfer Entropy using an approximation based on the k-nearest neighbors <doi:10.1103/PhysRevE.69.066138>. There are also some other useful tools, like the VARNN (Vector Auto-Regressive Neural Network) prediction model, the Augmented test of stationarity, and the discrete and continuous entropy and mutual information.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | ERROR |
| r-oldrel-macos-x86_64 | ERROR |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | ERROR |
| r-release-windows-x86_64 | OK |
Check details (3 non-OK)
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-arm64/results/4.5/NlinTS.Rcheck/00install.out’ for details.
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-x86_64/results/4.5/NlinTS.Rcheck/00install.out’ for details.
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-x86_64/results/4.6/NlinTS.Rcheck/00install.out’ for details.
Check History
ERROR 10 OK · 1 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE Mar 23, 2026
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-arm64/results/4.5/NlinTS.Rcheck/00install.out’ for details.
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-x86_64/results/4.5/NlinTS.Rcheck/00install.out’ for details.
installed package size
installed size is 8.5Mb
sub-directories of 1Mb or more:
libs 8.3Mb
whether package can be installed
Installation failed. See ‘/Volumes/Builds/packages/big-sur-x86_64/results/4.4/NlinTS.Rcheck/00install.out’ for details.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 8.5Mb
sub-directories of 1Mb or more:
libs 8.3Mb
installed package size
installed size is 8.6Mb
sub-directories of 1Mb or more:
libs 8.4Mb