Estimating Copula Entropy and Transfer Entropy

Documentation for package ‘copent’ version 0.5

ci	Conditional independence test with copula entropy
construct_empirical_copula	Construct empirical copula by rank statistic
copent	Estimating copula entropy
cpd	Single change point detection with copula entropy based two-sample test
entknn	Estimating entropy from data with kNN method
mcpd	Multiple change point detection with copula entropy based two-sample test
mvnt	Multivariate normality test with copula entropy
transent	Estimating transfer entropy via copula entropy
tst	Two-sample test with copula entropy