transCSSR

A causal state splitting reconstruction (CSSR) algorithm for estimating the optimally predictive, minimally complex representation of a discrete-valued input-output system from data.

Python code.

 
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sidpy: Information Dynamics with Python

A Python package for estimating information dynamic quantities.

Python code.

 
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Specific Entropy Rate

Estimate the intrinsic unpredictability of a scalar time series as a function of its latent state space.

R code.

 

Specific Transfer Entropy

Estimate the predictive impact of a nominal input system on a nominal output system as a function of the input-output system's latent state space.

Python code.