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Function File: delay = mutual (X)

Function File: [delay, mutual_inf] = mutual (X)

Function File: [delay, mutual_inf, mutual_inf_log] = mutual (X)

Function File: … = mutual (X, bd)

Function File: … = mutual (X, bd, d)

Estimates the time delayed mutual information of the data. It is the simplest possible realization. It uses a fixed mesh of boxes. No finite sample corrections are implemented so far.

Inputs

X

Must be realvector. If it is a row vector then the output will be row vectors as well.

bd

If all inputs are present (nargin == 3) then bd is equal to the number of boxes for the partition. If d is omitted (nargin == 2) then if bd > 0 then it is still equal to the number of boxes for the partition, but if bd < 0 then it is equal to the maximum time delay (D) and the number of boxes is its default value. bd cannot be equal 0 [default = 16].

d

The maximum time delay [default = 20].

Output

delay

The delay.

mutual_inf

The calculated mutual information for the input vector X.

Algorithm Based on TISEAN package mutual

Package: tisean