TransferEntropyPT: An R package to assess transfer entropies via permutation tests

Abstract

The package TransferEntropyPT provides R functions to calculate the transfer entropy (TE) [6] for time series of (binned) data. The package provides a function to assess the statistical significance of the TE using permutation tests on the sequential data of the time series. The underlying code base is written in C++ for computational efficiency and makes use of the boost and OpenMP libraries for parallelization of the data-parallel tasks in the permutation tests. In addition to p-values from hypothesis tests on independence, the package provides direct access to the percentiles themselves. An anticipatory toy model, as well as a biological network is used as show cases. Here, every time series concentrations of a single molecular species is tested and assessed against each other.