Quadratic approximation to Transfer Entropy

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michael...@web.de

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Aug 27, 2025, 8:19:38 AM (14 days ago) Aug 27
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Dear all,

please find a new estimator in the :develop branch. This branch approximates TE by computing linear Granger causality from the squared time courses of the sources, in addition to the original ones.

This is done in a fully multivariate way, such that also synergistic interactions between the linear part of the source and the squared one are detected.

Please test this contribution thoroughly (as should always be the case for code from develop :-) )  and report back in the bug tracker on github if you find incorrect behaviour.

Best
Michael 
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