RTransferEntropy/DESCRIPTION at master · RcppDeepState/RTransferEntropy · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
Package: RTransferEntropy
Type: Package
Title: Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
Version: 0.2.21
Description: 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.
Authors@R: c(
    person("David", "Zimmermann", email = "david_j_zimmermann@hotmail.com", role = c("aut", "cre")),
    person("Simon", "Behrendt", role = c("aut")),
    person("Thomas", "Dimpfl", role = c("aut")),
    person("Franziska", "Peter", role = c("aut"))
    )
License: GPL-3
URL: https://github.com/BZPaper/RTransferEntropy
BugReports: https://github.com/BZPaper/RTransferEntropy/issues
Encoding: UTF-8
Depends:
    R (>= 3.1.2)
Imports:
    future (>= 1.19.0),
    future.apply,
    Rcpp
LazyData: true
RoxygenNote: 7.2.0
LinkingTo: Rcpp
Suggests: data.table,
    ggplot2,
    gridExtra,
    knitr,
    quantmod,
    rmarkdown,
    testthat,
    vars,
    xts,
    zoo
VignetteBuilder: knitr