Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
Calculates the Effective Transfer Entropy for two time series
Calculates the Transfer Entropy for two time series
Extract the Coefficient Matrix from a transfer_entropy
Checks if an object is a transfer_entropy
Prints a transfer-entropy result
Set the quiet-parameter for all RTransferEntropy Calls
Prints a summary of a transfer-entropy result
Function to estimate Shannon and Renyi transfer entropy between two ti...
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.
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