RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy
We will discuss about "RTransferEntropy — Quantifying information flow between different time series using effective transfer entropy", Behrendt et al., SoftwareX, 2019 Abstract: 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 …

