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copent  

Estimating Copula Entropy and Transfer Entropy
View on CRAN: Click here


Download and install copent package within the R console
Install from CRAN:
install.packages("copent")

Install from Github:
library("remotes")
install_github("cran/copent")

Install by package version:
library("remotes")
install_version("copent", "0.4")



Attach the package and use:
library("copent")
Maintained by
MA Jian
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-04-16
Latest Update: 2023-08-12
Description:
The nonparametric methods for estimating copula entropy, transfer entropy, and the statistics for multivariate normality test and two-sample test are implemented. The methods for estimating transfer entropy and the statistics for multivariate normality test and two-sample test are based on the method for estimating copula entropy. Please refer to Ma and Sun (2011) , Ma (2019) , Ma (2022) , and Ma (2023) for more information.
How to cite:
MA Jian (2020). copent: Estimating Copula Entropy and Transfer Entropy. R package version 0.4, https://cran.r-project.org/web/packages/copent
Previous versions and publish date:
0.1 (2020-04-16 12:30), 0.2 (2021-03-21 06:20), 0.3 (2022-10-01 13:50)
Other packages that cited copent R package
View copent citation profile
Other R packages that copent depends, imports, suggests or enhances
Functions, R codes and Examples using the copent R package
Some associated functions: ci . construct_empirical_copula . copent . entknn . mvnt . transent . tst . 
Some associated R codes: copent.R .  Full copent package functions and examples
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