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.

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.

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

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.

langquant

LPCI: Statefulness Through Language for Stateless Models