[R] Transfer entropy not implemented in R?

Atte Tenkanen attenka at utu.fi
Mon May 21 22:55:02 CEST 2007


I couldn't find the 'transfer entropy' implemented in any R packages. I can't follow the math needed here (www.macalester.edu/~kaplan/knoxville/PRL00461.pdf). If it is not implemented, could somebody do it? Or write a "garage level code" for testing purposes?

Atte Tenkanen

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