R Observatory: Metrics for VLTimeCausality version 0.1.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

VLTimeCausality

0.1.5

Variable-Lag Time Series Causality Inference Framework

0packages depend

6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Chainarong AmornbunchornvejFirst published 2019-12-206 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("VLTimeCausality", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("DarkEyes/VLTimeSeriesCausality")

Development version from DarkEyes/VLTimeSeriesCausality. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-vltimecausality

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-VLTimeCausality

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-VLTimeCausality

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.0 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

4

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 384 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 96%
Return-value docs: 100%
References docs: 0%

Downloads

6K

CRAN downloads in the past year

Rank #5,723 · ~16/day · ~500/mo

Releases R versions

Daily download trend is not available in this view yet.

41730 days

1.4K90 days

6K1 year

Compare downloads with other packages →

Also on96 r2u29 autocran

Repository

GitHub ↗ darkeyes/vltimeseriescausality

72Stars

11Forks

0Open issues

0Open PRs

0Releases

72Commits

1Contributors

causal-inferencetransfer-entropygranger-causalitytime-series-analysistime-series

License GPL-3.0 · 72 commits · Last activity 2024-06-04

Repository practices

Upstream repositoryBeta

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

Checks run against github.com/darkeyes/vltimeseriescausality on 2026-08-23.

Continuous integration (1)

Travis CI

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (4)

R >= 3.5.0dtw tseries RTransferEntropy

Imports (1)

ggplot2

LinkingTo (0)

none

Suggests (3)

knitr rmarkdown markdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Chainarong Amornbunchornvej

Author, Maintainer

Authors (1)

Chainarong Amornbunchornvej

Author, Maintainer

Package Timeline

6 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
0.1.5Latest
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
2022-01-24 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.1.3
2021-05-08 · diff ↗
0.1.2
2021-03-29 · diff ↗
0.1.1
2020-05-17 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.1.0
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
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VLTimeCausality")

Format

Amornbunchornvej, C. (2024). VLTimeCausality: Variable-Lag Time Series Causality Inference Framework (Version 0.1.5) [Computer software]. https://doi.org/10.32614/CRAN.package.VLTimeCausality

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

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

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for VLTimeCausality version 0.1.5 [Data set]. HJJB, LLC. Data release v2026-08-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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