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11 search results found

JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems

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.

Causalitytools.jl ⭐ 121

Algorithms for detecting associations, dynamical influences and causal inference from data.

Pycopent ⭐ 101

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Independence), and the statistics for multivariate normality test and two-sample test in Python

R package for estimating copula entropy (mutual information), transfer entropy (conditional independence), and the statistic for multivariate normality test and two-sample test

Transferentropy ⭐ 31

Code for the paper "Estimating Transfer Entropy via Copula Entropy"

Vltimeseriescausality ⭐ 27

A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.

A cross platform C library for information analysis of dynamical systems

Pythonic implementation of the Phase Transfer Entropy method using NumPy and SciPy

Transferentropy.jl ⭐ 9

Transfer entropy (conditional mutual information) estimators for the Julia language

Detectioncausalrelationshipstimeseries ⭐ 5

Code for paper "A method for detecting causal relationships between industrial alarm variables using Transfer entropy and K2-Algorithm"

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