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)
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