Updated 9 months ago

copent • Rank 14.4 • Science 36%

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 9 months ago

VLTimeCausality • Rank 10.2 • Science 36%

A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.