RTransferEntropy

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.

Last 30 days

This package has been downloaded 708 times in the last 30 days. More downloads than an obscure whitepaper, but not enough to bring down any servers. A solid effort! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 44 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 7,714 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Jan 15, 2025 with 96 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.