Estimating Copula Entropy and Transfer Entropy R package copent version 0.5 CRAN Task View: Distributions (https://CRAN.R-project.org/view=Distributions) 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. Software Depends: R (>= 2.7.0) Imports: stats, parallel Suggests: mnormt MA Jian <majian03@gmail.com> Comprehensive R Archive Network (CRAN) MA Jian [aut, cre] GPL (>= 2) 2024-06-07 application/tgz https://CRAN.R-project.org/package=copent doi:10.32614/CRAN.package.copent