An R package for kNN mutual information estimators.
Mutual information is an information theoretic quantity that measures
the amount of information that knowledge of one random variable provides
about another random variable. The estimators contained in this package
estimate the empirical mutual information between two or more variable
from samples. Mutual information is useful for measuring nonlinear
dependency between variables and applied to machine learning, signal
processing, independent component analysis, and experimental design.
You can install rmi from github with:
# install.packages("devtools")
devtools::install_github("isaacmichaud/rmi")