# transferentropy

**Repository Path**: android_fen/transferentropy

## Basic Information

- **Project Name**: transferentropy
- **Description**: No description available
- **Primary Language**: Python
- **License**: GPL-3.0
- **Default Branch**: main
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2021-11-10
- **Last Updated**: 2021-11-10

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

# Estimating Transfer Entropy via Copula Entropy
This is the code for the preprint paper "Estimating Transfer Entropy via Copula Entropy" which available at [here](https://arxiv.org/abs/1910.04375). Transfer Entropy is estimated via estimating three Copula Entropy terms. Estimating copula entropy is easily done with the R package 'copent' avaible at [here](https://github.com/majianthu/copent) and on the [CRAN](https://cran.r-project.org/package=copent), or its counterpart in Python available at [here](https://github.com/majianthu/pycopent) and on the [PyPI](https://pypi.org/project/copent). The method is demonstrated with the UCI Beijing PM2.5 data which is publicly available at [here](http://archive.ics.uci.edu/ml/datasets/Beijing+PM2.5+Data).