| mutual_inf_cc {knnmi} | R Documentation |
Mutual information estimation
Description
Estimate the mutual information MI(X;Y) of the target X and features Y
where X and Y are both continuous using k-nearest neighbor distances.
Usage
mutual_inf_cc(target, features, k = 3L)
Arguments
target |
input vector. |
features |
input vector or matrix. |
k |
Integer number of nearest neighbors. The default value is 3. |
Details
The features argument is a vector of the same size as the target vector, or a matrix whose column dimension matches the size of the target vector.
Value
Returns the estimated mutual information. The return value is a vector of size 1 if the features argument is a vector. If the features argument is a matrix then the return value is a vector whose size matches the number of rows in the matrix.
References
Alexander Kraskov, Harald Stögbauer, and Peter Grassberger. Phys. Rev. E 69, 066138 (2004). doi:10.1103/PhysRevE.69.066138
Examples
data(mutual_info_df)
set.seed(654321)
mutual_inf_cc(mutual_info_df$Yc, t(mutual_info_df$Zc_XcYc))
mutual_inf_cc(mutual_info_df$Xc, t(mutual_info_df$Zc_XcYc), k=5)