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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

Documentation:

Reference manual: RTransferEntropy.pdf
Vignettes: RTransferEntropy

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RTransferEntropy to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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