This repository contains the code necessary to reproduce the analyses in the paper "Multiscale Analysis of Information Dynamics for Linear Multivariate Processes", by Faes, Marinazzo and Stramaglia http://www.mdpi.com/1099-4300/19/8/408, 2017 Entropy. This is the github version of the code available on the webpage of Luca Faes http://www.lucafaes.net/msID.html
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