Mutual information between two variables

trentool / TRENTOOL3

Open-Source MATLAB toolbox for transfer entropy estimation

http://trentool.github.io/TRENTOOL3/

GNU General Public License v3.0

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Mutual information between two variables #35

Closed asadmalik85 closed 4 years ago

asadmalik85 commented 4 years ago

Hi, is there a quick way for me to get the mutual information between two variables (e.g. time-series)? Thanks.

pwollstadt commented 4 years ago

Hi, we are no longer maintaining TRENTOOL, but other packages offer quick ways to compute an MI. I recommend either IDTxl, JIDT, or just scikit-learn. IDTxl is TRENTOOL's follow-up project, written in Python (as is scikit), JIDT is written in Java but offers wrappers for Matlab/Octave and Python.