R copula-entropy

Open-source R projects categorized as copula-entropy
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Topics: transfer-entropy variable-selection mutual-information causal-discovery granger-causality
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Top 3 R copula-entropy Projects

  • 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

  • transferentropy

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

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  • aps2020

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

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

R copula-entropy related posts

Index

What are some of the best open-source copula-entropy projects in R? This list will help you:

Project Stars
1 copent 38
2 transferentropy 37
3 aps2020 17

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