General-purpose Python toolkit for horizon-wise forecastability analysis using interchangeable dependence scorers, with AMI/pAMI support, rolling-origin benchmarking, and reproducible reporting.
Python package for calculating various information measures, including entropy, mutual information, transfer entropy, and more, with support for both discrete and continuous variables.
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
The Information Dynamics Toolkit xl (IDTxl) is a comprehensive software package for efficient inference of networks and their node dynamics from multivariate time series data using information theory.
