A fast and robust statistical test based on likelihood ratio with Bartlett correction to identify Granger causality between gene sets.

Abstract

We propose a likelihood ratio test (LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrap-based approach. LRT is shown to be significantly faster and statistically powerful even within non-Normal distributions. An R package named gGranger containing an implementation for both Granger causality identification tests is also provided. http://dnagarden.ims.u-tokyo.ac.jp/afujita/en/doku.php?id=ggranger.