This respository translates the Granger-causality repository of USC-Melady to python.
pip install glmnet_py
sudo apt-get install libgfortran3
Paper: A. Arnold, Y. Liu, and N. Abe. Temporal causal modeling with graphical granger methods. In KDD, 2007. Available at https://www.andrewoarnold.com/frp781-arnold.pdf