Code for multiscale Granger causality with "à trous" wavelet
This is the code used in this work
Stramaglia, S., Bassez, I., Faes, L., & Marinazzo, D. (2017, June). Multiscale Granger causality analysis by à trous wavelet transform. In 2017 7th IEEE International Workshop on Advances in Sensors and Interfaces (IWASI) (pp. 25-28). IEEE. https://arxiv.org/abs/1707.03591