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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.5 |
rolling linux/jammy R-4.5 | copent_0.5.tar.gz |
40.4 KiB |
0.5 |
rolling linux/noble R-4.5 | copent_0.5.tar.gz |
40.4 KiB |
0.5 |
rolling source/ R- | copent_0.5.tar.gz |
5.5 KiB |
0.5 |
latest linux/jammy R-4.5 | copent_0.5.tar.gz |
40.4 KiB |
0.5 |
latest linux/noble R-4.5 | copent_0.5.tar.gz |
40.4 KiB |
0.5 |
latest source/ R- | copent_0.5.tar.gz |
5.5 KiB |
0.5 |
2026-04-26 source/ R- | copent_0.5.tar.gz |
5.5 KiB |
0.5 |
2026-04-23 source/ R- | copent_0.5.tar.gz |
5.5 KiB |
0.5 |
2026-04-09 windows/windows R-4.5 | copent_0.5.zip |
43.0 KiB |
0.5 |
2025-04-20 source/ R- | copent_0.5.tar.gz |
5.5 KiB |