7 results found Sort:

jlizier
jidt jlizier
75
265
gpl-3.0
22
JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems
java matlab octave python entropy transfer-entropy information-theory mutual-information conditional-transfer-entropy conditional-mutual-information
Created 2015-07-23
923 commits to master branch, last one 3 days ago
pwollstadt
IDTxl pwollstadt
77
257
gpl-3.0
19
The Information Dynamics Toolkit xl (IDTxl) is a comprehensive software package for efficient inference of networks and their node dynamics from multivariate time series data using information theory.
complex-systems transfer-entropy information-theory active-information-storage partial-information-decomposition
Created 2015-07-16
1,028 commits to master branch, last one 5 months ago
majianthu
pycopent majianthu
33
159
gpl-3.0
4
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 5 months ago
JuliaDynamics
Associations.jl JuliaDynamics
14
155
other
6
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 2 months ago
DarkEyes
VLTimeSeriesCausality DarkEyes
11
54
gpl-3.0
3
A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
time-series causal-inference transfer-entropy granger-causality time-series-analysis
Created 2019-11-27
72 commits to master branch, last one 9 months ago
majianthu
copent majianthu
10
41
unknown
2
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 9 months ago
majianthu
transferentropy majianthu
13
40
gpl-3.0
0
Code for the paper "Estimating Transfer Entropy via Copula Entropy"
copula-entropy causal-discovery transfer-entropy granger-causality time-series-analysis conditional-independence
Created 2020-11-26
50 commits to main branch, last one about a year ago