Package: copent
Version: 0.4
Date: 2023-08-05
Title: Estimating Copula Entropy and Transfer Entropy
Authors@R: c(person("MA Jian", role = c("aut", "cre"), email = "majian03@gmail.com"))
Author: MA Jian [aut, cre]
Maintainer: MA Jian <majian03@gmail.com>
Depends: R (>= 2.7.0)
Imports: stats
Suggests: mnormt
Description: The nonparametric methods for estimating copula entropy, transfer entropy, and the statistics for multivariate normality test and two-sample test are implemented. The methods for estimating transfer entropy and the statistics for multivariate normality test and two-sample test are based on the method for estimating copula entropy. Please refer to Ma and Sun (2011) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <arXiv:1910.04375>, Ma (2022) <arXiv:2206.05956>, and Ma (2023) <arXiv:2307.07247> for more information.
License: GPL (>= 2)
URL: https://github.com/majianthu/copent
NeedsCompilation: no
Packaged: 2023-08-12 00:01:48 UTC; majian
Repository: CRAN
Date/Publication: 2023-08-12 03:50:09 UTC
Built: R 4.2.0; ; 2023-08-12 04:53:31 UTC; unix
