Mutual Information variations

Mutual Information variations

mi_mat(y, ID1, ID2, discreteBins = ceiling(2 * NROW(ID1)^(1/3)))

Arguments

y

A matrix with time series in columns

ID1

ids

ID2

ids

discreteBins

Number of bins to use when discretizing the time series

Value

mi in nats

See also

Other Redundancy measures (mutual information): mi_interlayer(), mif()