The Information Dynamics Toolkit xl (IDTxl) is a comprehensive software package for efficient inference of networks and their node dynamics from multivariate time series data using information theory. IDTxl provides functionality to estimate the following measures:

For network inference:
🌱multivariate transfer entropy (TE)/Granger causality (GC)
🌱 multivariate mutual information (MI)
🌱 bivariate TE/GC
🌱 bivariate MI

For analysis of node dynamics:
🌱 active information storage (AIS)
🌱partial information decomposition (PID)

https://github.com/pwollstadt/IDTxl

#information_theory
#network_inference
#transfer_entropy
#python