Tigramite

TOCSY - Toolboxes for Complex Systems: Tigramite is a time series analysis python module. With flexibly adaptable scripts it allows to reconstruct graphical models (conditional independence graphs) from discrete or continuously-valued time series based on a causal discovery algorithm, quantify interaction strengths with different measures, and create high-quality plots of the results. Features: Analysis can be performed on multivariate time series. Further scripts allow sliding window or ensemble analyses; Functions for custom preprocessing like anomalization, high/lowpass filters, masking of samples (e.g. winter months only), time-binning, ordinal pattern analysis, and more; Different (conditional) measures of association (partial correlation, standardized regression, and conditional mutual information with different estimators); Fast computation through use of Cython; also fully parallelized script (mpi4py package necessary) available; Significance testing via analytical tests or a shuffle test for conditional mutual information; Flexible plotting scripts for publication quality presentation of results.