Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy

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Documentation for package ‘RTransferEntropy’ version 0.2.21

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

calc_ete	Calculates the Effective Transfer Entropy for two time series
calc_te	Calculates the Transfer Entropy for two time series
coef.transfer_entropy	Extract the Coefficient Matrix from a transfer_entropy
is.transfer_entropy	Checks if an object is a transfer_entropy
print.transfer_entropy	Prints a transfer-entropy result
set_quiet	Set the quiet-parameter for all RTransferEntropy Calls
stocks	Daily stock data for 10 stocks from 2000-2017
summary.transfer_entropy	Prints a summary of a transfer-entropy result
transfer_entropy	Function to estimate Shannon and Renyi transfer entropy between two time series x and y.