transfer-entropy topic
jidt
JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems
IDTxl
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
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
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
Code for the paper "Estimating Transfer Entropy via Copula Entropy"
Associations.jl
Algorithms for quantifying associations, independence testing and causal inference from data.
pyPTE
Pythonic implementation of the Phase Transfer Entropy method using NumPy and SciPy
VLTimeSeriesCausality
A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
TransferEntropy
Python Implementation of Transfer Entropy Method
Inform
A cross platform C library for information analysis of dynamical systems