copent: Estimating Copula Entropy and Transfer Entropy

The nonparametric methods for estimating copula entropy, transfer entropy, and the statistic for testing multivariate normality are implemented. The methods for estimating transfer entropy and the statistic for testing multivariate normality are based on the method for estimating copula entropy. Please refer to Ma and Sun (2011) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <arXiv:1910.04375>, and Ma (2022) <arXiv:2206.05956> for more information.

Version: 0.3
Depends: R (≥ 2.7.0)
Imports: stats
Suggests: mnormt
Published: 2022-10-01
Author: MA Jian [aut, cre]
Maintainer: MA Jian <majian03 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: copent results


Reference manual: copent.pdf


Package source: copent_0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): copent_0.3.tgz, r-oldrel (arm64): copent_0.3.tgz, r-release (x86_64): copent_0.3.tgz, r-oldrel (x86_64): copent_0.3.tgz
Old sources: copent archive


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