This is a Julia implementation of the Phase Slope Index method. Please refer to http://doc.ml.tu-berlin.de/causality/ for more information.
The only exported function is data2psi. For detailed examples, refer to the docs or the following notebook on the platform of your choice:
Please cite the following paper if you use this code in published work:
Nolte, G., Ziehe, A., Nikulin, V., Schlögl, A., Krämer, N., Brismar, T., & Müller, K.R. (2008), Robustly Estimating the Flow Direction of Information in Complex Physical Systems, Phys. Rev. Lett., 100, 234101.
This work was funded by the German Federal Ministry of Education and Research (BMBF) in the project ALICE III under grant ref. 01IS18049B.