Package: copent 0.5

copent: Estimating Copula Entropy and Transfer Entropy

The nonparametric methods for estimating copula entropy, transfer entropy, and the statistics for multivariate normality test and two-sample test are implemented. The methods for estimating transfer entropy and the statistics for multivariate normality test and two-sample test are based on the method for estimating copula entropy. The method for change point detection with copula entropy based two-sample test is also implemented. Please refer to Ma and Sun (2011) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <doi:10.48550/arXiv.1910.04375>, Ma (2022) <doi:10.48550/arXiv.2206.05956>, Ma (2023) <doi:10.48550/arXiv.2307.07247>, and Ma (2024) <doi:10.48550/arXiv.2403.07892> for more information.

Authors:MA Jian [aut, cre]

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Bug tracker:https://github.com/majianthu/copent/issues

On CRAN:

causal-discoverycausalitychange-point-detectionconditional-independence-testconditional-mutual-informationcopulacopula-entropycorrelationentropygranger-causalityinformation-theorymutual-informationmutualinfnormality-testtransfer-entropytwo-sample-testvariable-selection

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Last updated 3 months agofrom:1ddf260860. Checks:OK: 7. Indexed: yes.

Exports:ciconstruct_empirical_copulacopentcpdentknnmcpdmvnttransenttst

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