DESCRIPTION

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