Copent：R中Copula熵和转移熵的估计
copent: Estimating Copula Entropy and Transfer Entropy in R
摘要：
统计独立性和条件独立性是统计学和机器学习中的两个基本概念。Copula熵是Ma和Sun定义的一个用于度量和检验多元统计独立性的数学概念，也被证明与条件独立性（或转移熵）密切相关。作为度量独立性和因果性的统一框架，并行工程已被应用于解决若干相关的统计或机器学习问题，包括关联发现、结构学习、变量选择和因果发现。Copula熵和传递熵的非参数估计方法也已提出。本文介绍了copent，R包，实现这些建议的方法估计copula熵和传递熵。介绍了该软件包的实现细节。三个例子与模拟数据和真实世界的数据变量的选择和因果关系的发现也展示了使用这个包。在变量选择和因果发现方面的实例表明，与相关软件包相比，copent具有较强的（条件）独立性检验能力。copent包可以在Comprehensive R Archive Network（CRAN）和GitHub上找到，网址是https://github.com/majianthu/copent。
英文摘要：
Statistical independence and conditional independence are two fundamental concepts in statistics and machine learning. Copula Entropy is a mathematical concept defined by Ma and Sun for multivariate statistical independence measuring and testing, and also proved to be closely related to conditional independence (or transfer entropy). As the unified framework for measuring both independence and causality, CE has been applied to solve several related statistical or machine learning problems, including association discovery, structure learning, variable selection, and causal discovery. The nonparametric methods for estimating copula entropy and transfer entropy were also proposed previously. This paper introduces copent, the R package which implements these proposed methods for estimating copula entropy and transfer entropy. The implementation detail of the package is introduced. Three examples with simulated data and real-world data on variable selection and causal discovery are also presented to demonstrate the usage of this package. The examples on variable selection and causal discovery show the strong ability of copent on testing (conditional) independence compared with the related packages. The copent package is available on the Comprehensive R Archive Network (CRAN) and also on GitHub at https://github.com/majianthu/copent.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
