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About
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. Please refer to Ma and Sun (2011) doi:10.1016/S1007-0214(11)70008-6, Ma (2019)
| github.com/majianthu/copent |
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