Directed information, as is normally written in papers, is described in terms of a cumulative conditional mutual information on an incoming stream of data. I've modified it here to use an n-order markov model of the time series, so that we can actually compute it in reasonable time with the JIDT estimators.
Directed information, as is normally written in papers, is described in terms of a cumulative conditional mutual information on an incoming stream of data. I've modified it here to use an n-order markov model of the time series, so that we can actually compute it in reasonable time with the JIDT estimators.