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polsys / ennemi

Easy Nearest Neighbor Estimation of Mutual Information
https://polsys.github.io/ennemi/
MIT License
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Support multivariate mutual information #31

Open polsys opened 4 years ago

polsys commented 4 years ago

The estimation method should be extensible to MI between arbitrarily many variables.

Because the interpretation of multivariate MI is hard, I do not see this as a useful feature. Therefore this is currently not planned for inclusion. If you think this feature would be useful, please comment on this issue.