Measuring information flow between time series with Shannon and Rényi transfer entropy. See also Dimpfl and Peter (2013) <doi:10.1515/snde-2012-0044> and Dimpfl and Peter (2014) <doi:10.1016/j.intfin.2014.03.004> for theory and applications to financial time series. Additional references can be found in the theory part of the vignette.
Version: 0.2.21 Depends: R (≥ 3.1.2) Imports: future (≥ 1.19.0), future.apply, Rcpp LinkingTo: Rcpp Suggests: data.table, ggplot2, gridExtra, knitr, quantmod, rmarkdown, testthat, vars, xts, zoo Published: 2023-02-01 DOI: 10.32614/CRAN.package.RTransferEntropy Author: David Zimmermann [aut, cre], Simon Behrendt [aut], Thomas Dimpfl [aut], Franziska Peter [aut] Maintainer: David Zimmermann <david_j_zimmermann at hotmail.com> BugReports: https://github.com/BZPaper/RTransferEntropy/issues License: GPL-3 URL: https://github.com/BZPaper/RTransferEntropy NeedsCompilation: yes Citation: RTransferEntropy citation info Materials: README In views: TimeSeries CRAN checks: RTransferEntropy results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=RTransferEntropy to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4