TransferEntropy: The Transfer Entropy Package

Share:

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.

Author
ANN Library: David Mount, Sunil Arya (see src/ann_1.1.2/Copyright.txt). Transfer Entropy Packge: Ghazaleh Haratinezhad Torbati, Glenn Lawyer.
Date of publication
2016-04-26 16:50:27
Maintainer
Ghazaleh Haratinezhad Torbati <ghazale.hnt@gmail.com>
License
GPL (>= 2) | file LICENSE
Version
1.4
URLs

View on CRAN

Man pages

computeTE
Estimate Transfer Entropy.
TransferEntropy-package
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("TransferEntropy")}

Files in this package

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