is.transfer_entropy

Checks if an object is a transfer_entropy

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.

David Zimmermann

RTransferEntropy

Measuring Information Flow Between Time Series with Shannon and
Renyi Transfer Entropy

Simon Behrendt

Thomas Dimpfl

Franziska Peter

is.transfer_entropy function

<dl><dt>x</dt>
<dd>an object</dd></dl>

Arguments

Checks if an object is a transfer_entropy — is.transfer_entropy

<dl>

<dt>x</dt>
<dd>an object</dd>

</dl>

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is.transfer_entropy: Checks if an object is a transfer_entropy

Description

Usage

Value

Arguments

Examples