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.