Description Usage Arguments Value Examples
muti
calculates the mutual information between two vectors at multiple
lags and plots the results.
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x |
First vector of data. Must be |
y |
Second vector of data. Must be |
sym |
Logical indicator of whether to use symbolic representation of the
data when calculating the MI. If |
n_bins |
The number of bins to use for discretizing the data when
|
normal |
Logical indicator of whether to normalize the mutual information to [0,1]. |
lags |
One or more integers indicating at what lags to calculate the MI.
Note that a negative (positive) lag means |
mc |
The number of Monte Carlo simulations for estimating the critical threshold value on the mutual information, above which the MI is significant at the specified 'alpha'. Must be a non-negative integer. |
alpha |
The alpha value for estimating the upper (1-alpha)% critical threshold on the mutual information. |
A data.frame
with columns for lag (lag
), mutual
information between x & y (MI_xy
), and the threshold value
(MI_tv
) above which the MI is signficant at the specified
alpha
. Note that the lower bound for MI is 0. Also returns plots of
x & y (top panel), their discrete values (middle panel), and the mutual
information at specified lags (bottom panel).
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