Hi All, I am searching for a package/code which will let me undertake "Information Theoretic"- type analyses of (a) timeseries. Specifically, functions for calculating (Auto) Mutual Information, Transfer Entropy & the like are required. The "tseries" package used to have an "amif" function which did Auto Mutual Information estimates, but the recent versions of this package have had the function removed. Does anybody know of a suitable replacement ? Thanks in advance ... -- Christopher Mellen Grinham Managed Funds, 55 Hume Street, Crows Nest, NSW, 2065, Australia. phone : +61-2-9906 2600
> Subject: [R] Mutual Information, Transfer Entropy etc > Date: Fri, 10 Jan 2003 15:27:10 +1100 > From: "Chris Mellen" <Chris.Mellen at gmf.com.au> > To: <r-help at stat.math.ethz.ch> > > Hi All, > > I am searching for a package/code which will let me undertake "Information > Theoretic"- type analyses of (a) timeseries. Specifically, functions for > calculating (Auto) Mutual Information, Transfer Entropy & the like are > required. The "tseries" package used to have an "amif" function which did > Auto Mutual Information estimates, but the recent versions of this package > have had the function removed. Does anybody know of a suitable replacement ?Dear Chris I had to remove amif due to a license problem with the underlying code. However, if you would like to use the old amif function (under a non-GPL license) I can provide you with the code. best Adrian -- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:a.trapletti at bluewin.ch Switzerland WWW : http://trapletti.homelinux.com