TransferEntropy: The Transfer Entropy Package

Estimates the transfer entropy from one time series to another, where each time series consists of continuous random variables. The transfer entropy is an extension of mutual information which takes into account the direction of information flow, under the assumption that the underlying processes can be described by a Markov model. Two estimation methods are provided. The first calculates transfer entropy as the difference of mutual information. Mutual information is estimated using the Kraskov method, which builds on a nearest-neighbor framework (see package references). The second estimation method estimate transfer entropy via the a generalized correlation sum.

Install the latest version of this package by entering the following in R:
install.packages("TransferEntropy")
AuthorANN Library: David Mount, Sunil Arya (see src/ann_1.1.2/Copyright.txt). Transfer Entropy Packge: Ghazaleh Haratinezhad Torbati, Glenn Lawyer.
Date of publication2016-04-26 16:50:27
MaintainerGhazaleh Haratinezhad Torbati <ghazale.hnt@gmail.com>
LicenseGPL (>= 2) | file LICENSE
Version1.4
https://github.com/Healthcast/TransEnt

View on CRAN

Functions

computeTE Man page
te Man page
transferentropy Man page
transfer-entropy Man page
TransferEntropy-package Man page

Files

inst
inst/COPYRIGHTS
src
src/Makevars
src/compute_TE.cpp
src/ann_1.1.2
src/ann_1.1.2/Makefile
src/ann_1.1.2/sample
src/ann_1.1.2/sample/sample.save
src/ann_1.1.2/sample/Makefile
src/ann_1.1.2/sample/query.pts
src/ann_1.1.2/sample/data.pts
src/ann_1.1.2/sample/ann_sample.cpp
src/ann_1.1.2/src
src/ann_1.1.2/src/kd_util.cpp
src/ann_1.1.2/src/bd_fix_rad_search.cpp
src/ann_1.1.2/src/kd_split.cpp
src/ann_1.1.2/src/kd_util.h
src/ann_1.1.2/src/kd_pr_search.cpp
src/ann_1.1.2/src/pr_queue_k.h
src/ann_1.1.2/src/bd_tree.cpp
src/ann_1.1.2/src/bd_tree.h
src/ann_1.1.2/src/ANN.cpp
src/ann_1.1.2/src/kd_pr_search.h
src/ann_1.1.2/src/perf.cpp
src/ann_1.1.2/src/pr_queue.h
src/ann_1.1.2/src/kd_split.h
src/ann_1.1.2/src/kd_tree.h
src/ann_1.1.2/src/bd_search.cpp
src/ann_1.1.2/src/bd_pr_search.cpp
src/ann_1.1.2/src/kd_fix_rad_search.cpp
src/ann_1.1.2/src/kd_dump.cpp
src/ann_1.1.2/src/brute.cpp
src/ann_1.1.2/src/kd_fix_rad_search.h
src/ann_1.1.2/src/kd_search.cpp
src/ann_1.1.2/src/kd_tree.cpp
src/ann_1.1.2/src/kd_search.h
src/ann_1.1.2/License.txt
src/ann_1.1.2/lib
src/ann_1.1.2/lib/README
src/ann_1.1.2/bin
src/ann_1.1.2/bin/README
src/ann_1.1.2/Make-config
src/ann_1.1.2/Copyright.txt
src/ann_1.1.2/MS_Win32
src/ann_1.1.2/MS_Win32/Makefile
src/ann_1.1.2/MS_Win32/sample
src/ann_1.1.2/MS_Win32/sample/sample.vcproj
src/ann_1.1.2/MS_Win32/dll
src/ann_1.1.2/MS_Win32/dll/dll.vcproj
src/ann_1.1.2/MS_Win32/Ann.sln
src/ann_1.1.2/MS_Win32/ann2fig
src/ann_1.1.2/MS_Win32/ann2fig/ann2fig.vcproj
src/ann_1.1.2/MS_Win32/test
src/ann_1.1.2/MS_Win32/test/test.vcproj
src/ann_1.1.2/ReadMe.txt
src/ann_1.1.2/ann2fig
src/ann_1.1.2/ann2fig/Makefile
src/ann_1.1.2/ann2fig/ann2fig.cpp
src/ann_1.1.2/test
src/ann_1.1.2/test/Makefile
src/ann_1.1.2/test/rand.h
src/ann_1.1.2/test/test2-query.pts
src/ann_1.1.2/test/test2.save
src/ann_1.1.2/test/test1.in
src/ann_1.1.2/test/test1.save
src/ann_1.1.2/test/test2.in
src/ann_1.1.2/test/test2-data.pts
src/ann_1.1.2/test/rand.cpp
src/ann_1.1.2/test/test1-data.pts
src/ann_1.1.2/test/test1-query.pts
src/ann_1.1.2/test/ann_test.cpp
src/ann_1.1.2/doc
src/ann_1.1.2/doc/ANNmanual.pdf
src/ann_1.1.2/include
src/ann_1.1.2/include/ANN
src/ann_1.1.2/include/ANN/ANNperf.h
src/ann_1.1.2/include/ANN/ANN.h
src/ann_1.1.2/include/ANN/ANNx.h
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
R
R/RcppExports.R
MD5
build
build/partial.rdb
DESCRIPTION
man
man/TransferEntropy-package.Rd man/computeTE.Rd
LICENSE

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