GitHub topics: copula-entropy
majianthu/pycopent
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
Language: Python - Size: 1.42 MB - Last synced at: 13 days ago - Pushed at: 7 months ago - Stars: 161 - Forks: 33
majianthu/facies
Code for the paper "Facies Classification with Copula Entropy"
Language: R - Size: 0 Bytes - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
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
Language: R - Size: 96.7 KB - Last synced at: about 1 month ago - Pushed at: 11 months ago - Stars: 41 - Forks: 10
majianthu/mvnt
Code for the paper "Multivariate Normality Test with Copula Entropy"
Language: R - Size: 23.4 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0
majianthu/timelag
Code for the paper "Identifying time lag in dynamical systems with copula entropy based transfer entropy"
Language: R - Size: 1.6 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 3 - Forks: 0
majianthu/cpd
Code for the paper "Change Point Detection with Copula Entropy based Two-Sample Test"
Language: Python - Size: 62.5 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 3 - Forks: 0
majianthu/sysid
Code for the paper "System Identification with Copula Entropy"
Language: R - Size: 10.7 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0
majianthu/nhanes
Code for the paper "Discovering Association with Copula Entropy"
Language: R - Size: 3.55 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0
majianthu/tst
Code for the paper "Two-Sample Test with Copula Entropy"
Language: R - Size: 46.9 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0
majianthu/eval
Code for the Paper "Evaluating Independence and Conditional Independence Measures"
Language: R - Size: 37.1 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0
microprediction/microactors
Examples of scheduled jobs estimating copulas at www.microprediction.org
Language: Python - Size: 42 KB - Last synced at: 5 days ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 13
majianthu/transferentropy
Code for the paper "Estimating Transfer Entropy via Copula Entropy"
Language: R - Size: 46.9 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 30 - Forks: 10
majianthu/aps2020
Code for the paper 'Variable Selection with Copula Entropy' published on Chinese Journal of Applied Probability and Statistics
Language: R - Size: 86.9 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 14 - Forks: 3
faizan90/phsann
Multivariate time series generator based on the Phase Annealing algorithm. Various objective functions that focus on multivariate copula properties while annealing. Various plotting routines to visualize results. Take a look at the scripts in the "test" directory for how to use.
Language: Python - Size: 607 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0
majianthu/cda
Code for the paper "Causal Domain Adaptation with Copula Entropy based Conditional Independence Test"
Language: R - Size: 11.7 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 1