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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_0.5.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:

Please use the canonical form https://CRAN.R-project.org/package=copent to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.