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Partial transfer entropy

Partial transfer entropy

The partial transfer entropy between the random variables $X$ , $Y$ , $Z$ , and $w$ is defined by:

$T(w, X, Y ; Z) = H(w, X, Z) + H(X, Z, Y) - H(X, Z) - H(w, X, Z, Y)$

where $H$ is the differential entropy and $w$ is the future of $X$ . It measures the amount of directed information flow from $X$ to $Y$ while discounting the possibility that $Z$ drives both $X$ and $Y$ .

Files

Partial transfer entropy estimation.

partial_transfer_entropy.h

Partial transfer entropy

See also

Files

Partial transfer entropy estimation.