IDTxl

"The Information Dynamics Toolkit xl (IDTxl) in Python. IDTxl is a comprehensive software package for the efficient analysis of information dynamics of large data sets.
IDTxl provides estimators for the following information theoretic measures:

• mutual information (MI)
• bivariate transfer entropy (bTE)
• multivariate transfer entropy (mTE)
• Granger causality (GC)
• active information storage (AIS)
• partial information decomposition (PID)

IDTxl uses GPU-accelerated estimators as well as parallel processing and is designed for the application on high-performance-computing clusters.

To get started have a look at the wiki and the documentation."

https://github.com/pwollstadt/IDTxl

http://pwollstadt.github.io/IDTxl/

https://github.com/jlizier