r-rtransferentropy 0.2.21
Channel: guix-cran
Home page: https://github.com/BZPaper/RTransferEntropy
Licenses: GPL 3
Synopsis: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
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.
Total results: 1