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. The method for change point detection with copula entropy based two-sample test is also implemented. Please refer to Ma and Sun (2011) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <doi:10.48550/arXiv.1910.04375>, Ma (2022) <doi:10.48550/arXiv.2206.05956>, Ma (2023) <doi:10.48550/arXiv.2307.07247>, and Ma (2024) <doi:10.48550/arXiv.2403.07892> for more information.

Version: 0.5
Depends: R (≥ 2.7.0)
Imports: stats, parallel
Suggests: mnormt
Published: 2024-06-07
DOI: 10.32614/CRAN.package.copent
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_0.5.tar.gz
Windows binaries: r-devel: copent_0.5.zip, r-release: copent_0.4.zip, r-oldrel: copent_0.5.zip
macOS binaries: r-release (arm64): copent_0.5.tgz, r-oldrel (arm64): copent_0.5.tgz, r-release (x86_64): copent_0.5.tgz, r-oldrel (x86_64): copent_0.5.tgz
Old sources: copent archive

Reverse dependencies:

Reverse imports: BRBVS

Linking:

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