copent: Estimating Copula Entropy and Transfer Entropy

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) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <arXiv:1910.04375>, Ma (2022) <arXiv:2206.05956>, and Ma (2023) <arXiv:2307.07247> for more information.

Version:	0.4
Depends:	R (≥ 2.7.0)
Imports:	stats
Suggests:	mnormt
Published:	2023-08-12
Author:	MA Jian [aut, cre]
Maintainer:	MA Jian <majian03 at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/majianthu/copent
NeedsCompilation:	no
In views:	Distributions
CRAN checks:	copent results

Documentation:

Reference manual:

copent.pdf

Downloads:

Package source:	copent_0.4.tar.gz
Windows binaries:	r-devel: copent_0.4.zip, r-release: copent_0.4.zip, r-oldrel: copent_0.4.zip
macOS binaries:	r-release (arm64): copent_0.4.tgz, r-oldrel (arm64): copent_0.4.tgz, r-release (x86_64): copent_0.4.tgz, r-oldrel (x86_64): copent_0.4.tgz
Old sources:	copent archive

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