transferentropy
Econometrics-on-Stock-Data
| transferentropy | Econometrics-on-Stock-Data | |
|---|---|---|
| 1 | 1 | |
| 37 | 1 | |
| - | - | |
| 1.0 | 0.0 | |
| about 1 year ago | about 1 year ago | |
| R | R | |
| GNU General Public License v3.0 only | - |
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transferentropy
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[P] the copent package v0.2.1 now on PyPI
Code for https://arxiv.org/abs/1910.04375 found: https://github.com/majianthu/transferentropy
Econometrics-on-Stock-Data
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Error whilst saving plot to html widget
I am using the code from https://github.com/IgorWounds/Econometrics-on-Stock-Data I am unable to save the plot to a html file.
What are some alternatives?
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
TTR - Technical analysis and other functions to construct technical trading rules with R
quantmod - Quantitative Financial Modelling Framework
tidyquant - Bringing financial analysis to the tidyverse
fastverse - An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
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
modeltime.ensemble - Time Series Ensemble Forecasting
Valuation-Models - Valuing each of the Dow 30 companies, pricing the Dow based off the estimates.