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:

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