Package: RTransferEntropy
Type: Package
Title: Measuring Information Flow Between Time Series with Shannon and
        Renyi Transfer Entropy
Version: 0.2.21
Description: Measuring information flow between time series with Shannon and Rényi transfer entropy. See also Dimpfl and Peter (2013) <doi:10.1515/snde-2012-0044> and Dimpfl and Peter (2014) <doi:10.1016/j.intfin.2014.03.004> for theory and applications to financial time series. Additional references can be found in the theory part of the vignette.
Authors@R: c(
    person("David", "Zimmermann", email = "david_j_zimmermann@hotmail.com", role = c("aut", "cre")),
    person("Simon", "Behrendt", role = c("aut")),
    person("Thomas", "Dimpfl", role = c("aut")),
    person("Franziska", "Peter", role = c("aut"))
    )
License: GPL-3
URL: https://github.com/BZPaper/RTransferEntropy
BugReports: https://github.com/BZPaper/RTransferEntropy/issues
Encoding: UTF-8
Depends: R (>= 3.1.2)
Imports: future (>= 1.19.0), future.apply, Rcpp
LazyData: true
RoxygenNote: 7.2.0
LinkingTo: Rcpp
Suggests: data.table, ggplot2, gridExtra, knitr, quantmod, rmarkdown,
        testthat, vars, xts, zoo
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2023-02-01 16:53:12 UTC; david
Author: David Zimmermann [aut, cre],
  Simon Behrendt [aut],
  Thomas Dimpfl [aut],
  Franziska Peter [aut]
Maintainer: David Zimmermann <david_j_zimmermann@hotmail.com>
Repository: CRAN
Date/Publication: 2023-02-01 17:30:05 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-28 10:26:50 UTC; unix
Archs: RTransferEntropy.so.dSYM
