knnmi | R Documentation |
A function to perform a parallel estimation of the mutual information
of vectors x
and y
using entropy estimates from K-nearest neighbor
distances.
knnmi(x, y, k=3, noise=1e-12)
x |
a numeric vector. |
y |
a numeric vector with the same length of |
k |
the number of nearest neighbors to be considered to estimate the
mutual information. Must be less than the number of elements of |
noise |
the magnitude of the random noise added to break ties. |
The function adds a small random noise to the data in order to break ties due to limited numerical precision.
By default, the function uses all available cores. You can
set the actual number of threads used to N by exporting the
environment variable OMP_NUM_THREADS=N
.
Kraskov, Alexander and Stogbauer, Harald and Grassberger, Peter. Estimating mutual information. Phys. Rev. E, 2004.
knnmi.cross
knnmi.all
x <- rnorm(100)
y <- rnorm(100)
knnmi(x, y, 5)
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