Transfer Entropy Python Packages

infomeasure

Python package for calculating various information measures, including entropy, mutual information, transfer entropy, and more, with support for both discrete and continuous variables.

copent

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

dependence-forecastability

General-purpose Python toolkit for horizon-wise forecastability analysis using interchangeable dependence scorers, with AMI/pAMI support, rolling-origin benchmarking, and reproducible reporting.

pypte

Pythonic implementation of the Phase Transfer Entropy method using NumPy and SciPy

idtxl-uv

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.

pioneer-detection

Official Python implementation of the Pioneer Detection Method (PDM) — convergence-based expert aggregation and opinion pooling under structural change. Code for Vansteenberghe (2026), The Geneva Papers 51(1).