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majianthu / copent

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R package for estimating copula entropy (mutual information), transfer entropy (conditional mutual information), and the statistic for multivariate normality test and two-sample test

r correlation entropy information-theory variable-selection causality copula mutual-information transfer-entropy conditional-mutual-information granger-causality change-point-detection causal-discovery two-sample-test mutualinf copula-entropy normality-test conditional-independence-test
  • Updated Jun 7, 2024
  • R

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