Updated 6 months ago
copent
R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
Updated 5 months ago
https://github.com/black-swan-icl/pyrkhsstats
A Python package implementing a variety of statistical methods that rely on kernels (e.g. HSIC for independence testing).
Updated 6 months ago
pywhy-stats
Python package for (conditional) independence testing and statistical functions related to causality.