Discover majianthu/copent Open Source project by MA Jian (@majianthu)

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R
Created over 4 years ago
Updated 6 months ago

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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

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 Python

Python

145

transferentropy

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

aps2020

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

timelag

Code for the paper "Identifying time lag in dynamical systems with copula entropy based transfer entropy"

eval

Code for the Paper "Evaluating Independence and Conditional Independence Measures"

mvnt

Code for the paper "Multivariate Normality Test with Copula Entropy"

sysid

Code for the paper "System Identification with Copula Entropy"

cpd

Code for the paper "Change Point Detection with Copula Entropy based Two-Sample Test"

Python

nhanes

Code for the paper "Discovering Association with Copula Entropy"

Python

survival

Code for the paper "Copula Entropy based Variable Selection for Survival Analysis"

majianthu/copent

majianthu

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