RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy
This paper shows how to quantify and test for the information flow between two time series with Shannon transfer entropy and Rényi transfer entropy using the R package RTransferEntropy. We discuss the methodology, the bias correction applied to calculate effective transfer entropy and outline how to...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-07-01
|
| Series: | SoftwareX |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711019300779 |