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rafaelfuentealbac
mutualinf:Computation and Decomposition of the Mutual Information Index
The Mutual Information Index (M) introduced to social science literature by Theil and Finizza (1971) <doi:10.1080/0022250X.1971.9989795> is a multigroup segregation measure that is highly decomposable and that according to Frankel and Volij (2011) <doi:10.1016/j.jet.2010.10.008> and Mora and Ruiz-Castillo (2011) <doi:10.1111/j.1467-9531.2011.01237.x> satisfies the Strong Unit Decomposability and Strong Group Decomposability properties. This package allows computing and decomposing the total index value into its "between" and "within" terms. These last terms can also be decomposed into their contributions, either by group or unit characteristics. The factors that produce each "within" term can also be displayed at the user's request. The results can be computed considering a variable or sets of variables that define separate clusters.
Maintained by Cristian Angulo-Gonzalez. Last updated 2 months ago.
55.0 match 2 stars 4.20 score 7 scripts
majianthu
copent:Estimating Copula Entropy and Transfer Entropy
The nonparametric methods for estimating copula entropy, transfer entropy, and the statistics for multivariate normality test and two-sample test are implemented. The methods for estimating transfer entropy and the statistics for multivariate normality test and two-sample test are based on the method for estimating copula entropy. The method for change point detection with copula entropy based two-sample test is also implemented. Please refer to Ma and Sun (2011) <doi:10.1016/S1007-0214(11)70008-6>, Ma (2019) <doi:10.48550/arXiv.1910.04375>, Ma (2022) <doi:10.48550/arXiv.2206.05956>, Ma (2023) <doi:10.48550/arXiv.2307.07247>, and Ma (2024) <doi:10.48550/arXiv.2403.07892> for more information.
Maintained by MA Jian. Last updated 9 months ago.
causal-discoverycausalitychange-point-detectionconditional-independence-testconditional-mutual-informationcopulacopula-entropycorrelationentropygranger-causalityinformation-theorymutual-informationmutualinfnormality-testtransfer-entropytwo-sample-testvariable-selection
11.0 match 41 stars 5.15 score 23 scripts 1 dependents
rje42
contingency:Discrete Multivariate Probability Distributions
Provides an object class for dealing with many multivariate probability distributions at once, useful for simulation.
Maintained by Robin Evans. Last updated 6 months ago.
3.3 match 4.00 score 5 scripts