Closed lupupu closed 2 years ago
The two terms are often used interchangeably.
I give the mathematical definition two lines later in the doc-string. I(X,Y|Z) = H(X,Z) + H(Y,Z) - H(X,Y,Z) - H(Z)
Basically, you are trying to compute the mutual information between process X and Y while ignoring the contributions of Z to both X and Y.
Does that answer your question?
Closing the issue due to inactivity. Feel free to re-open, if necessary.
https://github.com/paulbrodersen/entropy_estimators/blob/11fad3c048d681b5e2117288d051734b2e886b7b/entropy_estimators/continuous.py#L336