Package: caustests
Type: Package
Title: Multiple Granger Causality Tests
Version: 1.0.2
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Merwan", "Roudane",
           role = "ctb",
           comment = "Original Stata implementation"))
Description: 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.
License: GPL-3
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: stats, quantreg
Suggests: testthat (>= 3.0.0)
RoxygenNote: 7.3.3
URL: https://github.com/muhammedalkhalaf/caustests
BugReports: https://github.com/muhammedalkhalaf/caustests/issues
NeedsCompilation: no
Packaged: 2026-03-09 12:46:07 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Merwan Roudane [ctb] (Original Stata implementation)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-12 20:10:03 UTC
