infopaths (pypi): Straight-forward causality analysis for continuous-valued data. We use the Kraskov-Stoegbauer-Grassberger (KSG) mutual information estimator for transfer entropy and conditional transfer entropy estimation, and the technique proposed by Duan et al. to distinguish direct and spurious causality.
Keywords: Information|Theory|Transfer|Entropy|Mutual|Statistical|Inference|Conditional|Nearest|Neighbors|Direct|Causality|Kraskov|Stoegbauer|Grassberger|Network|Analysis|Time|Series|Granger|information-theory|molecular-dynamics|tranfer-entropy