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mutualinf

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majianthu / copent

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

machine-learning r correlation entropy information-theory variable-selection causality copula mutual-information transfer-entropy conditional-mutual-information granger-causality causal-discovery two-sample-test estiamtion mutualinf copula-entropy normality-test conditional-independence-test
  • Updated Aug 5, 2023
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