mi_cont {NlinTS} | R Documentation |
Continuous Mutual Information
Description
Continuous Mutual Information
Usage
mi_cont(X, Y, k = 3, algo = "ksg1", normalize = FALSE)
Arguments
X |
Integer vector, first time series. |
Y |
Integer vector, the second time series. |
k |
Integer argument, the number of neighbors. |
algo |
String argument specifies the algorithm use ("ksg1", "ksg2"), as tow propositions of Kraskov estimation are provided. The first one ("ksg1") is used by default. |
normalize |
Logical argument (FALSE by default) for the option of normalizing the mutual information by dividing it by the joint entropy. |
Details
Computes the Mutual Information between two vectors using the Kraskov estimator.
References
Kraskov A, Stogbauer H, Grassberger P (2004). “Estimating mutual information.” Phys. Rev. E, 69, 066138. doi: 10.1103/PhysRevE.69.066138.
Examples
library (timeSeries)
library (NlinTS)
#load data
data = LPP2005REC
print (mi_cont (data[,1], data[,2], 3, 'ksg1'))
print (mi_cont (data[,1], data[,2], 3, 'ksg2'))
[Package NlinTS version 1.4.5 Index]