IDTxl

Transfer entropy estimation in Python.

References

• Nonuniform embedding: Faes et al., 2011, Phys Rev E 83, 051112
• Multivariate transfer entropy: Lizier & Rubinov, 2012, Preprint, Technical Report 25/2012, Max Planck Institute for Mathematics in the Sciences. Available from: http://www.mis.mpg.de/preprints/2012/preprint2012_25.pdf
• Uniform embedding: Takens, 1981, Detecting strange attractors in turbulence (pp. 366-381). Springer Berlin Heidelberg
• Ragwitz' criterion: Ragwitz & Kantz, 2002, Phys Rev E 65, 056201
• Kraskov estimator: Kraskov et al., 2004, Phys Rev E 69, 066138
• Faes' compensated transfer entropy: Faes et al., 2013, Entropy 15, 198-219