mic: Maximal Information Criterion

In mlf: Machine Learning Foundations

Description

Information-theoretic approach for detecting non-linear pairwise dependencies. Employs heuristic discretization to achieve highest normalized mutual information.

Usage

mic(x, y)

Arguments

x, y	numeric or discrete data vectors

References

Reshef DN, Reshef YA, Finucane HK, Grossman SR, McVean G, Turnbaugh PJ, Lander ES, Mitzenmacher M, Sabeti PC. Detecting novel associations in large data sets. Science. 2011. 334(6062):1518-1524.

Examples

# Sample data
a <- rnorm(25, 80, 35)
b <- rnorm(25, 100, 50)

mlf::mic(a, b)

mlf documentation built on May 1, 2019, 10:34 p.m.