Package: copent
Version: 0.5
Date: 2024-06-08
Title: Estimating Copula Entropy and Transfer Entropy
Authors@R: c(person("MA Jian", role = c("aut", "cre"), email = "majian03@gmail.com"))
Author: MA Jian [aut, cre]
Maintainer: MA Jian <majian03@gmail.com>
Depends: R (>= 2.7.0)
Imports: stats, parallel
Suggests: mnormt
Description: 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.
License: GPL (>= 2)
URL: https://github.com/majianthu/copent
Repository: https://majianthu.r-universe.dev
Date/Publication: 2024-06-07 23:41:38 UTC
RemoteUrl: https://github.com/majianthu/copent
RemoteRef: HEAD
RemoteSha: 1ddf2608601173ec3b0105f901cd6079127691e0
NeedsCompilation: no
Packaged: 2026-10-12 11:36:00 UTC; root