diggit (version 1.4.0)

mutualInfo: Mutual information

Description

This function estimates the mutual information between x and y given both are numeric vectors, between the columns of x if it is a numeric matrix, or between the columns of x and y if both are numeric matrixes

Usage

mutualInfo(x, y = NULL, per = 0, pairwise = FALSE, bw = 100, cores = 1, verbose = TRUE)

Arguments

x

Numeric vector or matrix

y

Optional numeric vector or matrix

per

Integer indicating the number of permutations to compute p-values

pairwise

Logical, wether columns of x and y should be compared in a pairwise maner. x and y must have the same number of columns

bw

Integer indicating the grid size for integrating the joint probability density

cores

Integer indicating the number of cores to use (1 for Windows-based systems)

verbose

Logical, whether progression bars should be shown

Value

Numeric value, vector or matrix of results

Details

This function estimates the mutual information between continuous variables using a fix bandwidth implementation

Examples

x <- seq(0, pi, length=100)
y <- 5*sin(x)+rnorm(100)
cor.test(x, y)
mutualInfo(x, y, per=100)