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majianthu
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R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test
r copula entropy causality mutualinf correlation copula-entropy normality-test two-sample-test causal-discovery transfer-entropy granger-causality information-theory mutual-information variable-selection change-point-detection conditional-independence-test conditional-mutual-information
Created 2020-04-15
67 commits to master branch, last one 5 months ago