CRAN

TransferEntropy 1.4

The Transfer Entropy Package

Released Apr 26, 2016 by Ghazaleh Haratinezhad Torbati

This package can be loaded by Renjin but there was an error compiling C/FORTRAN sources and all tests failed.

Dependencies

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>TransferEntropy</artifactId>
    <version>1.4-b43</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:TransferEntropy')

Test Results

This package was last tested against Renjin 0.9.2689 on Aug 26, 2018.

computeTE-examples

Source

C++

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