Examples

Association measures

• Mutual information
• • MIShannon
  • • Estimation using MutualInformationEstimators
    • Estimation using DifferentialEntropyEstimators
    • Estimation using ProbabilitiesEstimators
• Conditional mutual information
• • CMIShannon
  • • Estimation using ConditionalMutualInformationEstimators
    • Estimation using MutualInformationEstimators
    • Estimation using DifferentialEntropyEstimators
    • Estimation using ProbabilitiesEstimators
• Transfer entropy
• • TEShannon
  • • Estimation using TransferEntropyEstimators
    • Reproducing Schreiber (2000)
• Cross mappings
• • ConvergentCrossMapping
  • • ConvergentCrossMapping directly
    • ConvergentCrossMapping with RandomVectors
    • ConvergentCrossMapping with RandomSegments
    • Reproducing Sugihara et al. (2012)
  • PairwiseAsymmetricInference
  • • Reproducing McCracken & Weigel (2014)
• Closeness measures
• • S-measure
  • • Computing the s-statistic
  • H-measure
  • • Computing the h-statistic
  • M-measure
  • • Computing the m-statistic
  • L-measure
  • • Computing the l-statistic
  • Joint distance distribution
  • • Computing the Δ-distribution
• Predictive asymmetry
• • Computing the asymmetry distribution
  • • Pairwise analysis
    • Conditional analysis

Independence tests

• Independence testing
• • JointDistanceDistributionTest
  • • Bidirectionally coupled logistic maps
    • Non-coupled logistic maps
  • LocalPermutationTest
  • • Conditional mutual information (Shannon, differential)
    • Transfer entropy (Shannon, differential)
  • SurrogateTest
  • • Distance correlation
    • Partial correlation
    • Mutual information (MIShannon, categorical)
    • Conditional mutual information (CMIShannon, categorical)
    • Transfer entropy (TEShannon)
    • SMeasure
  • PATest
  • • Conditional analysis
  • CorrTest

Causal graphs

• Causal graphs
• • Optimal causation entropy
  • PC-algorithm
  • • Correlation-based tests
    • Nonparametric tests

Miscellaneous

• Entropy
• • Differential entropy: estimator comparison
  • • Analytical and estimated entropies
    • Plotting utilities
    • Results
• Conditional entropy
• • Discrete: example from Cover & Thomas