An R package to implement VEC models

How predictable is linguistic complexity?

R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.

R finance guide - Algotrading101

Code for the paper "Estimating Transfer Entropy via Copula Entropy"

Bayesian Estimation of Markov-Switching VARs for Granger Causal Inference in R

documenting my bachelor thesis

This code lets you conduct the following commands: VAR model creation, simplification, checking, prediction, Impulse Response Function, Granger Causality.

Analysis scripts and randomly generated data for Suicide and Life-Threatening Behavior paper: 'Identifying person-specific coping responses to suicidal urges: A case series analysis and illustration of the idiographic method'