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gma  

Granger Mediation Analysis
View on CRAN: Click here


Download and install gma package within the R console
Install from CRAN:
install.packages("gma")

Install from Github:
library("remotes")
install_github("cran/gma")

Install by package version:
library("remotes")
install_version("gma", "1.0")



Attach the package and use:
library("gma")
Maintained by
Yi Zhao
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-09-19
Latest Update:
Description:
Performs Granger mediation analysis (GMA) for time series. This package includes a single level GMA model and a two-level GMA model, for time series with hierarchically nested structure. The single level GMA model for the time series of a single participant performs the causal mediation analysis which integrates the structural equation modeling and the Granger causality frameworks. A vector autoregressive model of order p is employed to account for the spatiotemporal dependencies in the data. Meanwhile, the model introduces the unmeasured confounding effect through a nonzero correlation parameter. Under the two-level model, by leveraging the variabilities across participants, the parameters are identifiable and consistently estimated based on a full conditional likelihood or a two-stage method. See Zhao, Y., & Luo, X. (2017), Granger Mediation Analysis of Multiple Time Series with an Application to fMRI, for details.
How to cite:
Yi Zhao (2017). gma: Granger Mediation Analysis. R package version 1.0, https://cran.r-project.org/web/packages/gma. Accessed 30 Jun. 2026.
Previous versions and publish date:
1.0 (2017-09-19 12:07)
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