This package provides estimators for probabilities, entropies, and complexity measures for timeseries, nonlinear dynamics and complex systems. It is used in the CausalityTools.jl and DynamicalSystems.jl packages.
Chronum94/Entropies.jl
Estimators for probabilities and entropies of timeseries and datasets in the context of nonlinear dynamics and complex systems
JuliaMIT