caustests: Multiple Granger Causality Tests
Comprehensive suite of Granger causality tests including standard Toda-Yamamoto (1995) <doi:10.1016/0304-4076(94)01616-8>, Fourier-based tests with single frequency (Enders and Jones, 2016) <doi:10.1515/snde-2014-0101> and cumulative frequencies (Nazlioglu et al., 2019) <doi:10.1080/1540496X.2018.1434072>, as well as quantile causality tests (Cai et al., 2023) <doi:10.1016/j.frl.2023.104327> and Bootstrap Fourier Granger Causality in Quantiles (Cheng et al., 2021) <doi:10.1007/s12076-020-00263-0>. All tests include bootstrap inference for robust p-values.
| Version: | 1.0.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, quantreg |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-03-12 |
| DOI: | 10.32614/CRAN.package.caustests (may not be active yet) |
| Author: | Muhammad Alkhalaf 
[aut, cre, cph],
Merwan Roudane [ctb] (Original Stata implementation) |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/caustests/issues |
| License: | GPL-3 |
| URL: | https://github.com/muhammedalkhalaf/caustests |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | caustests results |
Documentation:
| Reference manual: | caustests.html , caustests.pdf |
Downloads:
| Package source: | caustests_1.0.2.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=caustests to link to this page.