[FieldTrip] Transfer entropy

Williams, Nitin J nitin.williams at helsinki.fi
Fri Aug 3 08:37:20 CEST 2018

hi Darren! :)

Multi-Variate Granger Causality is also a suitable framework to check for information transfer between time series:

Anil Seth's MATLAB toolbox below:

I think that in the case of variables with Gaussian distributions and linear relationships between them, MVGC gives the same results as Multi-Variate Transfer Entropy (MVTE). However, MVTE is also generalized to the case of variables with non-Gaussian distributions with non-linear relationships between them.

A related framework is the Multi-Variate Auto-Regressive (MVAR) model, which can also be used to check for information transfer between time series. In particular, Partial Directed Coherence (PDC) and Directed Transfer Function (DTF) can be interpreted in terms of information transfer between time series, and the non-normalised PDC also has a similar interpretation, perhaps even more straightforward than the conventional PDC measure.

The MVAR-based connectivity measures are implemented in Fieldtrip, in ft_connectivityanalysis

Scott Makeig's group also has the SIFT (Source Information Flow Toolbox) for this:

I have found the user manual to be helpful:

Both MVGC and MVAR allow for frequency-specific measures of information flow between time series.


From: fieldtrip <fieldtrip-bounces at science.ru.nl> On Behalf Of Darren Price
Sent: Thursday, August 2, 2018 4:42 PM
To: fieldtrip at science.ru.nl
Subject: [FieldTrip] Transfer entropy

Hi All

Could anyone suggest the tools for computing transfer entropy in Matlab? I had a look at MuTE toolbox, but that seemed overly complicated, and I couldn't even get the example to work. I'm currently looking at TRENTTOOL which looks good and works with fieldtrip format. I will also try "phase transfer entropy", which is a single matlab function and simple to implement.

Any other suggestions or comments / experiences with those above would be very helpful.

To begin with I would simply like to check for information transfer between two timeseries. I may also check for indirect serial transfer i.e. A>B>C



Dr. Darren Price
Research Associate
MRC Cognition & Brain Sciences Unit
15 Chaucer Road
Cambridge, CB2 7EF
EMAIL:  darren.price at mrc-cbu.cam.ac.uk<mailto:darren.price at mrc-cbu.cam.ac.uk>
URL:    http://www.mrc-cbu.cam.ac.uk/people/darren.price
TEL     +44 (0)1223 355 294 x202
FAX     +44 (0)1223 359 062
MOB     +44 (0)7717822431

-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mailman.science.ru.nl/pipermail/fieldtrip/attachments/20180803/6fd6d91b/attachment-0002.html>

More information about the fieldtrip mailing list