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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

7 votes
1 answer
8k views

Stationarity Tests in R, checking mean, variance and covariance

The results (p-values from the tests using r (copied from the other question, where you also find the r-code to recreate the same time-series)) look like this: # p-values for different tests (note that …
David's user avatar
  • 181
1 vote

Calculating the transfer entropy in R

There is also the RTransferEntropy package, which allows the calculation of Shannon and Renyi TE measures and provides significance measures. The package uses C++ internally, so it should be reasonabl …
David's user avatar
  • 181