function [G,Psig] = spm_granger (mar) % Compute Granger causality matrix % FORMAT [G,Psig] = spm_granger (mar) % % mar MAR data structure (see spm_mar.m) % % G [d x d] matrix with i,jth entry equal to 1 if % time series j 'Granger causes' time series i. % All other entries set to 0. % % Psig [d x d] matrix of corresponding significance values %___________________________________________________________________________ % Copyright (C) 2008 Wellcome Trust Centre for Neuroimaging % Will Penny % $Id: spm_granger.m 1143 2008-02-07 19:33:33Z spm $ d=size(mar.noise_cov,1); G=ones(d,d); Psig=ones(d,d); for i=1:d, for j=1:d, con=zeros(d,d); con(i,j)=1; Psig(i,j)=spm_mar_conn(mar,con); end end Psig=Psig'; G=G'; G=Psig<0.001;