copent
Estimating Copula Entropy and Transfer Entropy
Description
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.
Downloads
341
Last 30 days
11352nd
964
Last 90 days
4.7K
Last year
Trend: +0.9% (30d vs prior 30d)
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘MA Jian <majian03@gmail.com>’
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘construct_empirical_copula.Rd’:
\keyword{empirical copula; rank}
File ‘entknn.Rd’:
\keyword{entropy; kNN}
CRAN incoming feasibility
Maintainer: ‘MA Jian <majian03@gmail.com>’
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘construct_empirical_copula.Rd’:
\keyword{empirical copula; rank}
File ‘entknn.Rd’:
\keyword{entropy; kNN}
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘MA Jian <majian03@gmail.com>’
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘construct_empirical_copula.Rd’:
\keyword{empirical copula; rank}
File ‘entknn.Rd’:
\keyword{entropy; kNN}
CRAN incoming feasibility
Maintainer: ‘MA Jian <majian03@gmail.com>’
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘construct_empirical_copula.Rd’:
\keyword{empirical copula; rank}
File ‘entknn.Rd’:
\keyword{entropy; kNN}