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An open source implementation to compute bi-variate Transfer Entropy.

Project description

PyIF

An open source implementation to compute bi-variate Transfer Entropy.

Then from PyIF import te_compute to import the needed functions. Then all that is needed then is to call the te_compute function.

Installation

To install from pip all that is needed is run the line pip install PyIF.

To install a the development release of Py-TE run the following command

pip install -e .

Example

from PyIF import te_compute as te
import numpy as np
rand = np.random.RandomState(seed=23)

X_1000 = rand.randn(1000, 1).flatten()
Y_1000 = rand.randn(1000, 1).flatten()

TE = te.te_compute(X_1000, Y_1000, k=1, embedding=1, safetyCheck=True, GPU=False)

print(TE)

Project details


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This version

0.1

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