TIGRAMITE ‐ Time Series Graph and Momentary Information Transfer Estimation
Tigramite is a causal time series analysis python package. It allows to efficiently reconstruct causal graphs from high-dimensional time series datasets and model the obtained causal dependencies for causal mediation and prediction analyses. Causal discovery is based on linear as well as non-parametric conditional independence tests applicable to discrete or continuously-valued time series. Also includes functions for high-quality plots of the results.
Reported by: RD4, Norbert Marwan
Types: Software, Package
Code
Language: Python
OpenSource: true
License: GPL-3.0 License