Published October 1, 2022
| Version 0.3
Software
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The R package 'copent'
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Description
The nonparametric methods for estimating copula entropy, transfer entropy, and the statistic for testing multivariate normality are implemented. The methods for estimating transfer entropy and the statistic for testing multivariate normality are based on the method for estimating copula entropy. Please refer to Ma and Sun (2011) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <arXiv:1910.04375>, and Ma (2022) <arXiv:2206.05956> for more information.
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copent-0.3.zip
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Additional details
References
- Ma, Jian. "copent: Estimating Copula Entropy and Transfer Entropy in R." arXiv preprint arXiv:2005.14025 (2020).