RTransferEntropy: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy

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.

Version: 0.2.21
Depends: R (≥ 3.1.2)
Imports: future (≥ 1.19.0), future.apply, Rcpp
LinkingTo: Rcpp
Suggests: data.table, ggplot2, gridExtra, knitr, quantmod, rmarkdown, testthat, vars, xts, zoo
Published: 2023-02-01
DOI: 10.32614/CRAN.package.RTransferEntropy
Author: David Zimmermann [aut, cre], Simon Behrendt [aut], Thomas Dimpfl [aut], Franziska Peter [aut]
Maintainer: David Zimmermann <david_j_zimmermann at hotmail.com>
BugReports: https://github.com/BZPaper/RTransferEntropy/issues
License: GPL-3
URL: https://github.com/BZPaper/RTransferEntropy
NeedsCompilation: yes
Citation: RTransferEntropy citation info
Materials: README
In views: TimeSeries
CRAN checks: RTransferEntropy results


Reference manual: RTransferEntropy.pdf
Vignettes: RTransferEntropy


Package source: RTransferEntropy_0.2.21.tar.gz
Windows binaries: r-devel: RTransferEntropy_0.2.21.zip, r-release: RTransferEntropy_0.2.21.zip, r-oldrel: RTransferEntropy_0.2.21.zip
macOS binaries: r-release (arm64): RTransferEntropy_0.2.21.tgz, r-oldrel (arm64): RTransferEntropy_0.2.21.tgz, r-release (x86_64): RTransferEntropy_0.2.21.tgz, r-oldrel (x86_64): RTransferEntropy_0.2.21.tgz
Old sources: RTransferEntropy archive

Reverse dependencies:

Reverse depends: VLTimeCausality
Reverse suggests: inferCSN


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