Function computing the mutual information between two exhaustive and mutually exclusive splits of a set of multivariate normal random variables.
A positive-definite covariance
numeric, the mutual information between the variates forming
split1 and those forming its complement.
Wessel N. van Wieringen, Carel F.W. Peeters <[email protected]>
Cover, T.M., Thomas, J.A. (2012), Elements of information theory.
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