ChaoWangJostCTEEstimator

class infomeasure.estimators.transfer_entropy.ChaoWangJostCTEEstimator(source, dest, *, cond=None, prop_time: int = 0, step_size: int = 1, src_hist_len: int = 1, dest_hist_len: int = 1, cond_hist_len: int = 1, offset: int = None, base: int | float | str = 'e', **kwargs)

Bases: BaseChaoWangJostTEEstimator, ConditionalTransferEntropyEstimator

Estimator for the ChaoWangJost conditional transfer entropy.

ChaoWangJost conditional transfer entropy estimator using the entropy combination formula.

Attributes:

source, dest, condarray_like

The source (X), destination (Y), and conditional (Z) data used to estimate the conditional transfer entropy.

step_sizeint

Step size between elements for the state space reconstruction.

src_hist_len, dest_hist_len, cond_hist_lenint

Number of past observations to consider for the source, destination, and conditional data.

See also

infomeasure.estimators.entropy.chao_wang_jost.ChaoWangJostEntropyEstimator

ChaoWangJost entropy estimator.

Notes

This estimator uses the ChaoWangJost entropy estimator to compute conditional transfer entropy through the entropy combination formula.

Note that the entropy combination formula is used (_generic_cte_from_entropy) not a dedicated implementation as other TE might have.