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The nonparametric methods for estimating copula entropy, transfer entropy, and the statistics for multivariate normality test and two-sample test are implemented. The methods for estimating transfer entropy and the statistics for multivariate normality test and two-sample test are based on the method for estimating copula entropy. The method for change point detection with copula entropy based two-sample test is also implemented. Please refer to Ma and Sun (2011) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <doi:10.48550/arXiv.1910.04375>, Ma (2022) <doi:10.48550/arXiv.2206.05956>, Ma (2023) <doi:10.48550/arXiv.2307.07247>, and Ma (2024) <doi:10.48550/arXiv.2403.07892> for more information.
| Version: | 0.5 |
| Depends: | R (≥ 2.7.0) |
| Imports: | stats, parallel |
| Suggests: | mnormt |
| Published: | 2024-06-07 |
| DOI: | 10.32614/CRAN.package.copent |
| Author: | MA Jian [aut, cre] |
| Maintainer: | MA Jian <majian03 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/majianthu/copent |
| NeedsCompilation: | no |
| In views: | Distributions |
| CRAN checks: | copent results |
| Reference manual: | copent.pdf |
| Package source: | copent_0.5.tar.gz |
| Windows binaries: | r-devel: copent_0.5.zip, r-release: copent_0.5.zip, r-oldrel: copent_0.5.zip |
| macOS binaries: | r-release (arm64): copent_0.5.tgz, r-oldrel (arm64): copent_0.5.tgz, r-release (x86_64): copent_0.5.tgz, r-oldrel (x86_64): copent_0.5.tgz |
| Old sources: | copent archive |
| Reverse imports: | BRBVS |
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