R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
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Updated
Jun 7, 2024 - R
R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
Code for the paper 'Variable Selection with Copula Entropy' published on Chinese Journal of Applied Probability and Statistics
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