6.3.8.1.1. statsmodels.sandbox.distributions.mv_measures.mutualinfo_binned¶

statsmodels.sandbox.distributions.mv_measures.mutualinfo_binned(y, x, bins, normed=True)[source]¶

mutual information of two random variables estimated with kde

Notes

bins=’auto’ selects the number of bins so that approximately 5 observations are expected to be in each bin under the assumption of independence. This follows roughly the description in Kahn et al. 2007