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Matlab code for the MD method described in Dimovska, Mihaela, and Donatello Materassi. "A control theoretic look at Granger causality: extending topology reconstruction to networks with direct feedthroughs." IEEE Transactions on Automatic Control (2020). Running the md_roc.m script generates the ROC curves in the MD simulations described in the above paper. In the md_roc.m file we generate the ROC curve using the data in the md_scores folder. The data in the md_scores folder is generated by using the script in md_simulation.m The script in md_simulation.m makes use of the functions is_contemp_parent.m and is_delayed_parent.m, which are based on the Theorems 3.6 ans 3.3 from the above article, respectively.
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