This github repository provides the codes for computing the transfer of information between variables:
- function_liang.py allows to compute the transfer of information from variable x2 to variable x1 based on Liang (2014)
- function_liang_nvar.py allows to compute the transfer of information for multivariate time series based on Liang (2021).
If you use this code, please cite the following paper: Docquier, D., S. Vannitsem, F. Ragone, K. Wyser, X. S. Liang (2022). Causal links between Arctic sea ice and its potential drivers based on the rate of information transfer. https://doi.org/10.1029/2021GL095892.
References:
- Liang, X. S. (2014). Unraveling the cause-effect relation between time series. Physical Review E , https://doi.org/10.1103/PhysRevE.90.052150.
- Liang, X. S. (2021). Normalized multivariate time series causality analysis and causal graph reconstruction. Entropy, https://doi.org/10.3390/e23060679.