Estimating Copula Entropy and Transfer Entropy

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Documentation for package ‘copent’ version 0.3

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ci Conditional independence test with copula entropy
construct_empirical_copula Construct empirical copula by rank statistic
copent Estimating copula entropy
entknn Estimating entropy from data with kNN method
mvnt Multivariate normality test with copula entropy
transent Estimating transfer entropy via copula entropy