MA Jian

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in...

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

majianthu

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

majianthu

Code for the paper 'Variable Selection with Copula Entropy' published on Chinese Journal of Applied Probability and Statistics

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