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mutual-information

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Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python

  • Updated Oct 2, 2024
  • Python

This is our standard library for nonlinear analysis. Many of these functions are the same we use in our services. We do have additional methods that are not public but could be made available in a future release. If you are interested in learning more, attending our workshops or webinars or using our data analysis services please contact bmchnon…

  • Updated Jul 25, 2025
  • MATLAB

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