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POST
/
quantlib
/
physics
/
entropy
/
transfer
curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/transfer \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "x_history": [
    100.5,
    101.2,
    100.8,
    102.1,
    101.5,
    102.8,
    102.3,
    103.5,
    103.1,
    104.2
  ],
  "y_history": [
    100,
    100.7,
    100.3,
    101.5,
    101,
    102.2,
    101.8,
    102.9,
    102.5,
    103.5
  ],
  "lag": 1,
  "n_bins": 8
}
'
{
  "success": true,
  "data": {
    "transfer_entropy": 0.1245,
    "lag": 1
  }
}

Authorizations

​
X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
​
x_history
number[]
required

Historical time series for variable X (source)

Example:
[
  0.12,
  0.15,
  0.11,
  0.18,
  0.14,
  0.16,
  0.13,
  0.17,
  0.15,
  0.19
]
​
y_history
number[]
required

Historical time series for variable Y (target)

Example:
[
  0.1,
  0.13,
  0.09,
  0.16,
  0.12,
  0.14,
  0.11,
  0.15,
  0.13,
  0.17
]
​
lag
integer
default:1

Time lag for transfer entropy calculation (number of steps)

Example:

1

​
n_bins
integer
default:10

Number of bins for discretization (higher = finer resolution but needs more data)

Example:

10

Response

Transfer entropy calculated successfully

​
success
boolean
Example:

true

​
data
object