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majianthu/pycopent

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

Owner
majianthu (personal account)
Stars
Stars: 173
Forks
Forks: 31
Language
Python
License
GPL-3.0
Created
2020
Topics
copula-entropymutual-informationcausal-discoveryvariable-selectiongranger-causalitytransfer-entropycorrelationnormality-testinformation-theorycausality
Tier
Prototype (100 to 249 ★) What this tier means
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