RTransferEntropy (Q41530): Difference between revisions
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Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy | |||||||||||||||
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1 February 2023
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0.2.21 | |||||||||||||||
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publication date: 1 February 2023
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Property / author: David Zimmermann / rank | |||||||||||||||
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Property / author: Simon Behrendt / rank | |||||||||||||||
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Property / author: Thomas Dimpfl / rank | |||||||||||||||
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Property / author: Franziska Peter / rank | |||||||||||||||
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Property / maintained by: David Zimmermann / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / cites work: Using transfer entropy to measure information flows between financial markets / rank | |||||||||||||||
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Property / cites work: The impact of the financial crisis on transatlantic information flows: An intraday analysis / rank | |||||||||||||||
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Property / CRAN project: RTransferEntropy / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/RTransferEntropy / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:2cbe96dd252ad89ca1006d83306eba52a1de5166 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:2cbe96dd252ad89ca1006d83306eba52a1de5166 / qualifier | |||||||||||||||
point in time: 8 February 2023
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Latest revision as of 21:52, 21 March 2024
Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
Language | Label | Description | Also known as |
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English | RTransferEntropy |
Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy |
Statements
1 February 2023
0 references