Top pick: Reduced TE (Kirkley 2025) (author GitHub (TBD)). Fills the gap: Causal direction โ which the production baseline (Pearson + Spearman + h_norm + Tier-2 MI-vs-target) cannot detect.
This category is Tier B (adjacent measurement) โ doesn't directly score orthogonality. Top P4 metric shown below for reference.
Metric: Reduced Transfer Entropy (Kirkley 2025) ยท
FOSS: Author GitHub (numpy port) ยท
Effort: Moderate ยท
Gap closed: Causal direction (Tier B adjacent โ Batch A skips)
โ See the full priority list โ 30 metrics ranked P1 โ P4 across 6 categories.
Lane = how usable the metric is today. Top lane = production-baseline duplicates (Pearson, Spearman). Below = permissive FOSS / GPL / unmaintained / code-released-but-not-packaged / no-FOSS. Per-circle text = first 3 letters of language (Pyt / R / Jav).
| Metric | Priority | Library | License | Lang | Maint | Complexity | Param-free? | URL |
|---|---|---|---|---|---|---|---|---|
| Reduced Transfer Entropy (Kirkley 2025) | P4 | Author GitHub (not packaged) | TBD | Python | โ ๏ธ | O(N) per pair | no | โ |
| Active Information Storage | โ | IDTxl / JIDT | GPLv3 | Python / Java | โ | O(N log N) | yes | โ |
| CRQA | โ | crqa / PyRQA | GPL / Apache-2 | R / Python | โ | O(N^2) | yes | โ |
| IDTxl | โ | IDTxl | GPLv3 | Python | โ | varies | yes | โ |
| JIDT (KSG + many estimators) | โ | jidt | GPLv3 | Java+Python | โ | varies | yes | โ |
| LPCMCI | โ | tigramite | GPLv3 | Python | โ | higher than PCMCI | yes | โ |
| PCMCI / PCMCI+ | P4 | tigramite | GPLv3 | Python | โ | O(N V^2 tau_max k_test) | yes | โ |
| Schreiber Transfer Entropy | โ | IDTxl | GPLv3 | Python | โ | O(N log N) k-NN | yes | โ |
| Convergent Cross Mapping (CCM) | P4 | pyEDM | BSD-style | Python (cpp wrapper) | โ | O(N^2 E) | yes | โ |
| DYNOTEARS | โ | causalnex | Apache-2 | Python | โ | O(N^3) + iter | yes | โ |
| Effective Transfer Entropy | P4 | RTransferEntropy | MIT | R | โ | O(N log N) + bootstrap | yes | โ |
| Granger causality (linear F-test) | P4 | statsmodels.tsa.stattools.grangercausalitytests | BSD-3 | Python | โ | O(N) per param | yes | โ |
| Neural Granger Causality (Tank 2018) | P4 | Neural-GC | MIT | Python (PyTorch) | โ | high | ? | โ |
| Renyi/Tsallis Transfer Entropy | โ | RTransferEntropy (entropy='Renyi') | MIT | R | โ | O(N log N) + bootstrap | yes | โ |
| PMIME | โ | PMIME-and-TE | no LICENSE โ commercial use needs author contact | MATLAB+Python | โ ๏ธ | O(N K L log N) | yes | โ |