inst/examples/ex_mutualinfo.R

In rinform: An R Wrapper of the 'Inform' C Library for Information Analysis of Complex Systems

series      <- matrix(0, nrow = 20, ncol = 2)
series[, 1] <- c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1)
series[, 2] <- c(0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 1)
mutual_info(series)    # 0.2141709

# [1] -1.0, -1.0, 0.2223924, 0.2223924, 0.2223924, 0.2223924, 0.2223924,
#     0.2223924, 0.2223924, 0.2223924, 0.2223924, 0.2223924, 0.2223924, 0.2223922,
#     0.2223924, 0.2223924, 1.5849625, 1.5849625, 1.5849625, -1.5849625
mutual_info(series, local = TRUE)