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VLTimeCausality

0.1.5Package record

Variable-Lag Time Series Causality Inference Framework

0packages depend
5.8Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

A framework to infer causality on a pair of time series of real numbers based on variable-lag Granger causality and transfer entropy. Typically, Granger causality and transfer entropy have an assumption of a fixed and constant time delay between the cause and effect. However, for a non-stationary time series, this assumption is not true. For example, considering two time series of velocity of person A and person B where B follows A. At some time, B stops tying his shoes, then running to catch up A. The fixed-lag assumption is not true in this case. We propose a framework that allows variable-lags between cause and effect in Granger causality and transfer entropy to allow them to deal with variable-lag non-stationary time series. Please see Chainarong Amornbunchornvej, Elena Zheleva, and Tanya Berger-Wolf (2021) doi:10.1145/3441452 when referring to this package in publications.

Changes in 0.1.5
  • Update to fix ccf NA issue in time series

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 2.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.5
READMEYes · 384 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 0.1.5Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Help pages
11
Examples that run
73%8 run in a plain check · 3 hold no code
Exported functions with examples
100%
Documented parameters
96%
Return-value docs
100%
Help pages citing references
0%
Vignettes (1)

Downloads

5.8K
CRAN downloads in the past year
Rank #5,462 · ~16/day · ~483/mo
Daily download trend is not available in this view yet.
48730 days
1.5K90 days
5.8K1 year
Compare downloads with other packages →
Also on67 r2u10 autocran

Repository

72Stars
11Forks
0Open issues
0Open PRs
0Releases
72Commits
1Commit identities
causal-inferencetransfer-entropygranger-causalitytime-series-analysistime-series
License file reads as GPL-3.0 · 72 commits · Last activity 2024-06-04 · -1.4% stars, 30d
Responsiveness
How these are sampled
PRs merged (all time)
not measured
Median days to close, 50 most recently updated closed issues
2
Median days to close, 50 most recently updated closed PRs
not measured

Stars over time

2026-07-14 · 722026-09-26 · 72
PracticesBeta

4 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/darkeyes/vltimeseriescausality on 2026-10-21.

Continuous integration (1)
Travis CI (config file)
CRAN release process (1)
cran-comments.md
Lint, format, editor (1)
RStudio project
Git structural (1)
.gitattributes
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing VLTimeCausality adds 35 packages (20 with compiled code, 21 MB of source tarballs). Heaviest: ggplot2 6.0 MB, Rcpp 1.8 MB, isoband 1.5 MB.

Depends (4)
Imports (1)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.1.0 (2019)
Releases (6)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 0.1.5Latest
    record
    2024-05-28 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 0.1.4
    record
    2022-01-24 · diff ↗ ·
    added 1 export
    TSNANNearestNeighborPropagation
  • R
    R 4.1.0 released · 2021-05-18
  • 0.1.3
    record
    2021-05-08 · diff ↗
  • 0.1.2
    record
    2021-03-29 · diff ↗
  • 0.1.1
    record
    2020-05-17 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 0.1.0
    record
    2019-12-20
  • R
    R 3.6.0 released · 2019-04-26

Package metadata

First published
2019-12-20
Total releases
6 / 7 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
177 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("VLTimeCausality")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1145/3441452.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for VLTimeCausality version 0.1.5 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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