copula-entropy

There are 0 repository under copula-entropy topic.

• 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

  copula-entropymutual-informationcausal-discoveryvariable-selectiongranger-causalitytransfer-entropycorrelationnormality-testinformation-theorycausalitypythoncopulahypothesis-testingtwo-sample-testconditional-independence-testconditional-mutual-informationchange-point-detectionentropychange-detectionchangepoint
  Language:Python 135

• 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

  copulaentropyestiamtionmutualinfcopula-entropycausal-discoveryvariable-selectiontransfer-entropygranger-causalitycorrelationnormality-testinformation-theorymutual-informationrmachine-learningcausalitytwo-sample-testconditional-independence-testconditional-mutual-information
  Language:R 38

• majianthu / transferentropy

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

  granger-causalitycopula-entropytransfer-entropytime-series-analysisconditional-independencecausal-discovery
  Language:R 37

• majianthu / aps2020

  Code for the paper 'Variable Selection with Copula Entropy' published on Chinese Journal of Applied Probability and Statistics

  variable-selectionfeature-selectionvariable-importancefeature-engineeringcopula-entropymutual-informationdistance-correlationhsic
  Language:R 18

• microprediction / microactors

  Examples of scheduled jobs estimating copulas at www.microprediction.org

  timeseriestimeseries-analysistimeseries-forecastingtimeseries-databasetimeseries-sequencetimeseries-predictioncopulacopulascopula-modelscopula-entropy
  Language:Python 4

• majianthu / timelag

  Code for the paper "Identifying time lag in dynamical systems with copula entropy based transfer entropy"

  copula-entropydynamical-systemssystem-identificationtime-seriestransfer-entropy
  Language:R 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.

  time-seriescopulascopula-entropycopula-asymmetrieshigher-order-dependencesimulated-annealing
  Language:Python 1

• majianthu / cpd

  Code for the paper "Change Point Detection with Copula Entropy based Two-Sample Test"

  change-point-detectioncopula-entropytwo-sample-testcopulachangepoint
  Language:Python 1

• majianthu / eval

  Code for the Paper "Evaluating Independence and Conditional Independence Measures"

  conditional-independence-testcopula-entropyindependence-testsbenchmarkingdistance-correlationkernel-methods
  Language:R 1

• majianthu / mvnt

  Code for the paper "Multivariate Normality Test with Copula Entropy"

  normality-testcopula-entropy
  Language:R 1

• majianthu / nhanes

  Code for the paper "Discovering Association with Copula Entropy"

  association-analysiscopula-entropycorrelation-coefficient
  Language:Python 1

• majianthu / survival

  Code for the paper "Copula Entropy based Variable Selection for Survival Analysis"

  copula-entropysurvival-analysisvariable-selection
  Language:R 1

• majianthu / sysid

  Code for the paper "System Identification with Copula Entropy"

  copula-entropydifferential-equationsdynamical-systemslorenz-systemsystem-identification
  Language:R 1

• majianthu / cda

  Code for the paper "Causal Domain Adaptation with Copula Entropy based Conditional Independence Test"

  causal-discoverycausalityconditional-independencecopulacopula-entropydomain-adaptationtransfer-learning
  Language:R 0

• majianthu / quasar

  Code for the paper "Photometric Redshifts with Copula Entropy"

  astronomyastrophysicscopula-entropycosmologyphoto-zphotometric-redshiftsquasar
  Language:R 0

• majianthu / tst

  Code for the paper "Two-Sample Test with Copula Entropy"

  copula-entropyhypothesis-testingtwo-sample-test
  Language:R 0