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JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems
Created
2015-07-23
922 commits to master branch, last one 3 months ago
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in...
copula
python
entropy
causality
changepoint
correlation
copula-entropy
normality-test
two-sample-test
causal-discovery
change-detection
transfer-entropy
granger-causality
hypothesis-testing
information-theory
mutual-information
variable-selection
change-point-detection
conditional-independence-test
conditional-mutual-information
Created
2020-03-30
99 commits to master branch, last one 4 months ago
Algorithms for quantifying associations, independence testing and causal inference from data.
julia
entropy
time-series
associations
causal-graphs
cross-mapping
hacktoberfest
julia-language
surrogate-data
causal-inference
transfer-entropy
network-inference
mutual-information
distance-correlation
independence-testing
predictive-asymmetry
partial-mutual-information
conditional-mutual-information
Created
2018-05-30
337 commits to main branch, last one about a month ago
R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
Created
2020-04-15
67 commits to master branch, last one 8 months ago