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RTransferEntropy
View on CRAN: Click
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Download and install RTransferEntropy package within the R console
Install from CRAN:
install.packages("RTransferEntropy")
Install from Github:
library("remotes")
install_github("cran/RTransferEntropy")
Install by package version:
library("remotes")
install_version("RTransferEntropy", "0.2.21")
Attach the package and use:
library("RTransferEntropy")
Maintained by
David Zimmermann
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-07-26
Latest Update: 2023-02-01
Description:
Measuring information flow between time series with Shannon and Rényi transfer entropy. See also Dimpfl and Peter (2013) <doi:10.1515/snde-2012-0044> and Dimpfl and Peter (2014) <doi:10.1016/j.intfin.2014.03.004> for theory and applications to financial time series. Additional references can be found in the theory part of the vignette.
How to cite:
David Zimmermann (2018). RTransferEntropy: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy. R package version 0.2.21, https://cran.r-project.org/web/packages/RTransferEntropy
Previous versions and publish date:
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Other R packages that RTransferEntropy depends,
imports, suggests or enhances
Functions, R codes and Examples using
the RTransferEntropy R package
Some associated functions: calc_ete . calc_te . coef.transfer_entropy . is.transfer_entropy . print.transfer_entropy . set_quiet . stocks . summary.transfer_entropy . transfer_entropy .
Some associated R codes: RcppExports.R . bootstrap_renyi.R . bootstrap_shannon.R . calc_ete.R . calc_te.R . calc_te_renyi.R . calc_te_shannon.R . code_sample.R . combine_sample.R . markov_boot_step.R . set_quiet.R . shuffle_renyi.R . shuffle_shannon.R . te_class.R . te_renyi.R . te_shannon.R . transfer_entropy.R . zzz.R . Full RTransferEntropy package functions and examples
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