Public API

Top-level exports from xyz:

Entropy and mutual information - MVNEntropy, MVNMutualInformation - KSGEntropy, KSGMutualInformation - GaussianCopulaMutualInformation, GaussianCopulaConditionalMutualInformation - MVKSGCondEntropy, MVKSGCondMutualInformation, DirectKSGConditionalMutualInformation - MVKSGPartialInformationDecomposition

Transfer entropy and self-entropy - GaussianTransferEntropy, GaussianPartialTransferEntropy, GaussianSelfEntropy - GaussianCopulaTransferEntropy - KSGTransferEntropy, KSGPartialTransferEntropy, KSGSelfEntropy - KernelTransferEntropy, KernelPartialTransferEntropy, KernelSelfEntropy - DiscreteTransferEntropy, DiscretePartialTransferEntropy, DiscreteSelfEntropy - MVKSGTransferEntropy

Model selection and workflows - RagwitzEmbeddingSearchCV, InteractionDelaySearchCV - GreedySourceSelectionTransferEntropy - EnsembleTransferEntropy, GroupTEAnalysis - SurrogatePermutationTest, BootstrapEstimate - generate_surrogates, fdr_bh, bonferroni

Import pattern:

from xyz import (
    GaussianTransferEntropy,
    GaussianCopulaMutualInformation,
    BootstrapEstimate,
    InteractionDelaySearchCV,
    KSGEntropy,
    KSGMutualInformation,
    MVNEntropy,
)