A mutual information library for C and Mex bindings for MATLAB.
This toolbox is aimed at people who wish to use mutual information for feature selection, and provides a range of information theoretic functions. All functions estimate the probabilities from the supplied data vectors. Some example implementations of common mutual information based feature selection algorithms are provided in both C and MATLAB, CMIM - (Fleuret 2004), mRMR - (Peng et al 2005), DISR - (Bontempi & Meyer 2006).
All functions discretise the inputs by rounding down to the nearest integer.
List of functions: Entropy, Conditional Entropy, Joint Entropy Mutual Information, Conditional Mutual Information Renyi's Entropy, Renyi's Mutual Information Creating a joint random variable
- Changes to previous version:
Initial Announcement on mloss.org.
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