As a generalization of entropy rate, it would be able to compute the conditional entropy between two timeseries.
Proposed API:
double inform_conditional_entropy(int const *xs, int const *ys, size_t n,
int bx, int by, double b, inform_error *err);
double *inform_local_conditional_entropy(int const *xs, int const *ys, size_t n,
int bx, int by, double b, double *lce, inform_error *err)
As a generalization of entropy rate, it would be able to compute the conditional entropy between two timeseries.
Proposed API:
Example Usage: