copent: Estimating Copula Entropy and Transfer Entropy

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.

Version: 0.3
Depends: R (≥ 2.7.0)
Imports: stats
Suggests: mnormt
Published: 2022-10-01
Author: MA Jian [aut, cre]
Maintainer: MA Jian <majian03 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/majianthu/copent
NeedsCompilation: no
CRAN checks: copent results

Documentation:

Reference manual: copent.pdf

Downloads:

Package source: copent_0.3.tar.gz
Windows binaries: r-devel: copent_0.3.zip, r-release: copent_0.3.zip, r-oldrel: copent_0.3.zip
macOS binaries: r-release (arm64): copent_0.2.tgz, r-oldrel (arm64): copent_0.2.tgz, r-release (x86_64): copent_0.2.tgz, r-oldrel (x86_64): copent_0.2.tgz
Old sources: copent archive

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