JIDT is a flagship toolkit for information theory in complex systems, originally designed by [Joe Lizier](https://lizier.me/joseph). It's writen in super-duper-portable Java, which means you can simply download it and run it from Python, Matlab, or R -- without installation. Damn that's convenient.
This library implements an extended version of Deco's DMF simulator of brain dynamics using a multi-threaded C++ backend (via [Eigen](https://eigen.tuxfamily.org/index.php)), and provides both Python and Matlab interfaces. This code is around 5-10x faster and consumes around 1000x less memory than previous implementations.