Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy R package RTransferEntropy version 0.2.21 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Measuring information flow between time series with Shannon and Rényi transfer entropy. See also Dimpfl and Peter (2013) <doi:10.1515/snde-2012-0044> and Dimpfl and Peter (2014) <doi:10.1016/j.intfin.2014.03.004> for theory and applications to financial time series. Additional references can be found in the theory part of the vignette. Software Depends: R (>= 3.1.2) Imports: future (>= 1.19.0), future.apply, Rcpp LinkingTo: Rcpp Suggests: data.table, ggplot2, gridExtra, knitr, quantmod, rmarkdown, testthat, vars, xts, zoo David Zimmermann <david_j_zimmermann@hotmail.com> Comprehensive R Archive Network (CRAN) David Zimmermann [aut, cre], Simon Behrendt [aut], Thomas Dimpfl [aut], Franziska Peter [aut] GPL-3 2023-02-01 application/tgz https://CRAN.R-project.org/package=RTransferEntropy doi:10.32614/CRAN.package.RTransferEntropy