transfer-entropy topic

List transfer-entropy repositories

jidt

249
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JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems

IDTxl

235
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73
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The Information Dynamics Toolkit xl (IDTxl) is a comprehensive software package for efficient inference of networks and their node dynamics from multivariate time series data using information theory.

pycopent

147
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30
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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...

copent

40
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10
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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

transferentropy

39
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13
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Code for the paper "Estimating Transfer Entropy via Copula Entropy"

Associations.jl

150
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13
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Algorithms for quantifying associations, independence testing and causal inference from data.

pyPTE

22
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7
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Pythonic implementation of the Phase Transfer Entropy method using NumPy and SciPy

VLTimeSeriesCausality

45
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9
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A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.

TransferEntropy

21
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3
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Python Implementation of Transfer Entropy Method

Inform

21
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3
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A cross platform C library for information analysis of dynamical systems