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The direction of transfer entropy in PyIF #5

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Lszzz opened this issue Jan 27, 2023 · 1 comment

Lszzz commented Jan 27, 2023

I want to know the transfer entropy calculated by PyIF is from y to x or from x to y?

tengjieksee commented Aug 24, 2023

Judging from the code comments and the paper equation (2) and (9), I think its Y granger causes X.

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