transfer-entropy 开源项目推荐（50 个）

jlizier /jidt

JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems

pwollstadt /IDTxl

The Information Dynamics Toolkit xl (IDTxl) is a comprehensive software package for efficient inference of networks and their node dynamics from multivariate time series data using information theory.

majianthu /pycopent

估计 Copula 熵（互信息）、转移熵（条件互信息）、多元正态性检验和双样本检验的统计数据，以及 Python 中的变化点检测

JuliaDynamics /Associations.jl

Algorithms for quantifying associations, independence testing and causal inference from data.

cbueth /infomeasure

Python package for calculating various information measures, including entropy, mutual information, transfer entropy, and more, with support for both discrete and continuous variables.

DarkEyes /VLTimeSeriesCausality

A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.

majianthu /transferentropy

Code for the paper "Estimating Transfer Entropy via Copula Entropy"

majianthu /copent

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

ELIFE-ASU /Inform

A cross platform C library for information analysis of dynamical systems

ruteee /TransferEntropy

Python Implementation of Transfer Entropy Method

patrk /pyPTE

Pythonic implementation of the Phase Transfer Entropy method using NumPy and SciPy

ruteee /DetectionCausalRelationshipsTimeSeries

Code for paper "A method for detecting causal relationships between industrial alarm variables using Transfer entropy and K2-Algorithm"

mariogutierrezroig /smite

Python module for computing Symbolic Mutual Information and symbolic Transfer of Entropy

JuliaDynamics /TransferEntropy.jl

Transfer entropy (conditional mutual information) estimators for the Julia language

marcbrittain /Transfer_Entropy

该项目在 GitHub 上没有填写描述

tysonpond /symbolic-transfer-entropy

My implementation of Symbolic Transfer Entropy (STE): a measure of asymmetric information flow between stochastic processes.

dpshorten /CoTETE.jl

Continuous-Time Event-based Transfer Entropy

cbueth /infomeasure-rs

Rust library for calculating various information-theoretic measures, including entropy, mutual information, transfer entropy, and more, with support for both discrete and continuous variables.

skimeur /pioneer-detection-method

Official Python implementation of the Pioneer Detection Method (PDM) — convergence-based expert aggregation and opinion pooling under structural change. Code for Vansteenberghe (2026), The Geneva Papers 51(1).

FinancialComputingUCL /Crypto_Balance_Sheets

This repository contains the code for the paper titled "Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy - Bitcoin Interactions"