[R] Mutual Information, Transfer Entropy etc

[Adrian Trapletti]

> Subject: [R] Mutual Information, Transfer Entropy etc
> Date: Fri, 10 Jan 2003 15:27:10 +1100
> From: "Chris Mellen" <Chris.Mellen at gmf.com.au>
> To: <r-help at stat.math.ethz.ch>
>
> Hi All,
>
> I am searching for a package/code which will let me undertake "Information
> Theoretic"- type analyses of (a) timeseries. Specifically, functions for
> calculating (Auto) Mutual Information, Transfer Entropy & the like are
> required. The "tseries" package used to have an "amif" function which did
> Auto Mutual Information estimates, but the recent versions of this package
> have had the function removed. Does anybody know of a suitable replacement ?

Dear Chris

I had to remove amif due to a license problem with the underlying code. However, if you would like to use the
old amif function (under a non-GPL license) I can provide you with the code.

best
Adrian

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