Usage: I=mi(A,B), where A and B are equally sized images/signals.
Function hist2 (included) is used to determine the joint histogram of the images/signals.
Assumptions: 1) 0*log(0)=0, 2) mutual information is obtained on the intersection between the supports of partial histograms.
Example (in mi_test.m):
disp('Test: Mutual information between two images')
disp('Test: Mutual information between two signals')
nasdaq = price2ret(NASDAQ);
nyse = price2ret(NYSE);
Jose Delpiano (2023). Fast mutual information of two images or signals (https://www.mathworks.com/matlabcentral/fileexchange/13289-fast-mutual-information-of-two-images-or-signals), MATLAB Central File Exchange. Retrieved .
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