R Observatory: Metrics for RTransferEntropy version 0.2.21

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

RTransferEntropy

0.2.21Package record

Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy

1packages dependsuggested by 3

9.3Kdownloads / year

58.8%test coverage

8/13flavors OK

Overview

About

Maintained by David ZimmermannCRAN page ↗GitHub ↗Issues ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("RTransferEntropy", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("BZPaper/RTransferEntropy")

Development version from BZPaper/RTransferEntropy. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rtransferentropy

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-RTransferEntropy

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RTransferEntropy

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

5NOTE8OK

Check messages

NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64

Found calls to structure() using deprecated special names:
  RTransferEntropy/tests/testthat/test.calculate_transition_probabilities.R (.Names: 1)
'.Names' should be changed to 'names'.

CRAN check page ↗

Slowest check: 7.9 min · r-oldrel-windows-x86_64

Status changes

NOTE8 OK, 5 NOTE2026-09-08
ERROR8 OK, 4 NOTE, 1 ERROR2026-09-07
NOTE10 OK, 3 NOTE2026-07-16
OK14 OK2026-04-22
ERROR13 OK, 1 ERROR2026-04-18

Show 1 earlier changeHide 1 earlier change

OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.2.21

READMEYes · 281 wordsVignettesYes · 1 · dynamicNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION

Help pages: 9
Examples that run: 75%6 run in a plain check · 2 hold no code
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (1)

RTransferEntropy HTML

How these are measured

Downloads

9.3K

CRAN downloads in the past year

Rank #4,043 · ~26/day · ~777/mo

Releases R versions

Daily download trend is not available in this view yet.

69830 days

2.3K90 days

9.3K1 year

Compare downloads with other packages →

Also on379 r2u8 autocran100 c2d4u

How downloads are counted

Repository

bzpaper/rtransferentropy ↗Organization: BZPaper

25Stars

9Forks

3Open issues

0Open PRs

0Releases

354Commits

6Commit identities

License file reads as GPL-3.0 · 354 commits · Last activity 2023-02-01 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 7
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-03-24 · 232026-07-07 · 25

How these are measured

PracticesBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/bzpaper/rtransferentropy on 2026-10-21.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Installing RTransferEntropy adds 7 packages (3 with compiled code, 3.0 MB of source tarballs). Heaviest: Rcpp 1.8 MB, future 477 KB, parallelly 343 KB.

Depends (1)

R >= 3.1.2

Imports (3)

future future.apply Rcpp

LinkingTo (1)

Rcpp

Suggests (10)

data.table ggplot2 gridExtra knitr quantmod rmarkdown testthat vars xts zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

Depends 1

Suggested by 3

Depends, Imports or LinkingTo, most downloaded first

VLTimeCausality

Suggests, most downloaded first

inferCSN bivarhr ManyIVsNets

How these are counted

Code & Tests

Datasets

People & History

People (4)

David Zimmermann

Author, Maintainer since 0.2.13 (2020)

Simon Behrendt

Author

Thomas Dimpfl

Author

Franziska Peter

Author

Previously maintained by Simon Behrendt (0.2.5 to 0.2.12).

Releases (7)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.2.21Latest
record
2023-02-01 · current release · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.2.14
record
2021-04-02 · diff ↗
0.2.13
record
2020-12-17 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.2.12
record
2019-08-19 · diff ↗
R
R 3.6.0 released · 2019-04-26
0.2.8
record
2019-03-12 · diff ↗
0.2.7
record
2018-09-21 · diff ↗ ·
removed 1 export
is.TEResult

added 1 export
is.transfer_entropy
0.2.5
record
2018-07-26
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-07-26
Total releases: 7 / 8 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.1.2
Bundled data: 419 KB / 1 file
Download size: 570 KB

Appears in task views

Time Series Analysis

Cite

Cite this package

Run in R for the authors' entry:

citation("RTransferEntropy")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1016/j.softx.2019.100265.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RTransferEntropy version 0.2.21 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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