RTransferEntropy

0.2.21

Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy

4packages depend

10.3Kdownloads / year

58.8%test coverage

9/13checks pass

Overview

About

Maintained by David ZimmermannFirst published 2018-07-267 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("RTransferEntropy", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("BZPaper/RTransferEntropy")

Development version from BZPaper/RTransferEntropy. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rtransferentropy

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-RTransferEntropy

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-RTransferEntropy

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

4NOTE9OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64

Slowest check: 7.8 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.18

58.8%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-07-16
10 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 281 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

10.3K

CRAN downloads in the past year

Rank #4,544 · ~28/day · ~856/mo

Releases R versions

Daily download trend is not available in this view yet.

69930 days

2K90 days

10.3K1 year

Compare downloads with other packages →

Also on433 r2u28 autocran61 c2d4u

Repository

GitHub ↗ bzpaper/rtransferentropy

25Stars

9Forks

3Open issues

0Open PRs

0Releases

354Commits

6Contributors

License GPL-3.0 · 354 commits · Last activity 2023-02-01 · 0% stars, 30d

Stars over time

2025-03-24 · 232026-07-07 · 25

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/bzpaper/rtransferentropy on 2026-07-19.

Continuous integration (1)

GitHub Actions

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

14 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.1.2

Imports (3)

future future.apply Rcpp

LinkingTo (1)

Rcpp

Suggests (10)

data.table ggplot2 gridExtra knitr quantmod rmarkdown testthat vars xts zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

4direct

0indirect

VLTimeCausality ManyIVsNets bivarhr inferCSN

Code & Tests

Code Composition

R 1,785 (49%)Vignettes 673 (19%)Rd 597 (16%)C++ 294 (8%)Other 271 (7%)

Code characteristics

Object systems

S33

Cyclomatic complexity: 2.0 median / 38 max
Test cases: 9 / 0.18 per code line

Test coverage

Line coverage

59%

Expression

66.7%

Tests / Examples

58.8% / 68% ex

Functions

36 5 exported

Complexity

4.9 avg / 38 max

Call network

36 nodes / 46 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

36 functions

Function	Cyclo	Coverage
combine_sample	3	0%
fupper	1	0%
mult_s	1	0%
print.transfer_entropy	9	0%
star	2	0%
summary.transfer_entropy	2	0%

People & History

People (4)

Maintainer (1)

David Zimmermann

Author, Maintainer

Authors (4)

Author, Maintainer

Author

Author

Author

Package Timeline

7 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.2.21Latest
2023-02-01 · current release · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.2.14
2021-04-02 · diff ↗
0.2.13
2020-12-17 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.2.12
2019-08-19 · diff ↗
R
R 3.6.0 released · 2019-04-26
0.2.8
2019-03-12 · diff ↗
0.2.7
2018-09-21 · diff ↗
0.2.5
2018-07-26
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-07-26
Total releases: 7 / 8 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.1.2
Bundled data: 419 KB / 1 file
Download size: 570 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Time Series Analysis

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