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Very fast implementation of average mutual information.
Usage: [v,lag]=ami(x,y,lag)
Calculates the mutual average information of x and y with a possible lag.
v is the average mutual information. (relative units see below)
x & y is the time series. (column vectors)
lag is a vector of time lags.
(A peak in V for lag>0 means y is leading x.)
v is given as how many bits x and y has in common relative to how
many bits is needed for the internally binned representation of x or y.
This is done to make the result close to independent bin size.
For optimal binning: transform x and y into percentiles prior to running
ami. See boxpdf at matlab central.
http://www.imt.liu.se/~magnus/cca/tutorial/node16.html
Aslak Grinsted feb2006
http://www.glaciology.net
(Inspired by mai.m by Alexandros Leontitsis)
Citation pour cette source
Aslak Grinsted (2024). Average mutual information (https://www.mathworks.com/matlabcentral/fileexchange/10040-average-mutual-information), MATLAB Central File Exchange. Récupéré le .
Compatibilité avec les versions de MATLAB
Plateformes compatibles
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Inspiré par : Mutual Average Information
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Version | Publié le | Notes de version | |
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1.0.0.0 |