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MIToolbox v1.0.3

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@Craigacp Craigacp released this 20 Mar 22:23

MIToolbox v1.0.3 for C/C++ and MATLAB/Octave

MIToolbox contains a set of functions to calculate information theoretic
quantities from data, such as the entropy and mutual information. The toolbox
contains implementations of the most popular Shannon entropies, and also the
lesser known Renyi entropy. The toolbox only supports discrete distributions,
as opposed to continuous. All real-valued numbers will be processed by x = floor(x).

These functions are targeted for use with feature selection algorithms rather
than communication channels and so expect all the data to be available before
execution and sample their own probability distributions from the data.

Functions contained:

  • Entropy
  • Conditional Entropy
  • Mutual Information
  • Conditional Mutual Information
  • generating a joint variable
  • generating a probability distribution from a discrete random variable
  • Renyi's Entropy
  • Renyi's Mutual Information