A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
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Updated
May 14, 2024 - R
A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
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 "Estimating Transfer Entropy via Copula Entropy"
Code for the paper "Identifying time lag in dynamical systems with copula entropy based transfer entropy"
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