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scripts default iconAverage mutual information (Scripts) Publisher's description

Very fast implementation of average mutual information.

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.


System Requirements:

MATLAB 7 (R14)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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