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################################################################################
# Copyright 2017-2018 Gabriele Valentini, Douglas G. Moore. All rights reserved.
# Use of this source code is governed by a MIT license that can be found in the
# LICENSE file.
################################################################################
################################################################################
#' Mutual Information
#'
#' Compute the average or the local mutual information between two or more time series.
#' Each variable can have a different base.
#'
#' @param series Matrix specifying a set of time series.
#' @param local Boolean specifying whether to compute the local mutual
#' information.
#'
#' @return Numeric giving the average mutual information or a vector giving the
#' local mutual information.
#'
#' @example inst/examples/ex_mutualinfo.R
#'
#' @export
#'
#' @useDynLib rinform r_mutual_info_
#' @useDynLib rinform r_local_mutual_info_
################################################################################
mutual_info <- function(series, local = FALSE) {
n <- 0
l <- 0
mi <- 0
err <- 0
.check_series(series)
.check_series_num_variables(series)
.check_local(local)
n <- dim(series)[1]
l <- dim(series)[2]
# Compute the value of <b>
b <- apply(series, 2, max) + 1
b[b < 2] <- 2
if (!local) {
x <- .C("r_mutual_info_",
series = as.integer(series),
l = as.integer(l),
n = as.integer(n),
b = as.integer(b),
rval = as.double(mi),
err = as.integer(err))
if (.check_inform_error(x$err) == 0) {
mi <- x$rval
}
} else {
mi <- rep(0, n)
x <- .C("r_local_mutual_info_",
series = as.integer(series),
l = as.integer(l),
n = as.integer(n),
b = as.integer(b),
rval = as.double(mi),
err = as.integer(err))
if (.check_inform_error(x$err) == 0) {
mi <- x$rval
}
}
mi
}
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