The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

gma: Granger Mediation Analysis

Performs Granger mediation analysis (GMA) for time series. This package includes a single level GMA model and a two-level GMA model, for time series with hierarchically nested structure. The single level GMA model for the time series of a single participant performs the causal mediation analysis which integrates the structural equation modeling and the Granger causality frameworks. A vector autoregressive model of order p is employed to account for the spatiotemporal dependencies in the data. Meanwhile, the model introduces the unmeasured confounding effect through a nonzero correlation parameter. Under the two-level model, by leveraging the variabilities across participants, the parameters are identifiable and consistently estimated based on a full conditional likelihood or a two-stage method. See Zhao, Y., & Luo, X. (2017), Granger Mediation Analysis of Multiple Time Series with an Application to fMRI, <doi:10.48550/arXiv.1709.05328> for details.

Version: 1.0
Depends: MASS, nlme, car
Published: 2017-09-19
DOI: 10.32614/CRAN.package.gma
Author: Yi Zhao, Xi Luo
Maintainer: Yi Zhao <zhaoyi1026 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: CausalInference
CRAN checks: gma results

Documentation:

Reference manual: gma.pdf

Downloads:

Package source: gma_1.0.tar.gz
Windows binaries: r-devel: gma_1.0.zip, r-release: gma_1.0.zip, r-oldrel: gma_1.0.zip
macOS binaries: r-release (arm64): gma_1.0.tgz, r-oldrel (arm64): gma_1.0.tgz, r-release (x86_64): gma_1.0.tgz, r-oldrel (x86_64): gma_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=gma to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.