Average mutual information 1.0

Operating systemsOS : Windows / Linux / Mac OS / BSD / Solaris
Program licensingScript Licensing : Freeware
CreatedCreated : Sep 14, 2007
Size downloadDownloads : 12
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Usage: [v,lag]=ami(x,y,lag)<br />Calculates the ...

Usage: [v, lag]=ami(x, y, lag)
Calculates the mutual average information of x and y with a possible lag.
v is the average_mutual information by Aslak Grinsted. (relative units see below)
x & y is the time series. (column vectors)
lag is a vector of time lags.
(A peak in V for lag>0 means y is leading x. )
v is given as how many bits x and y has in common relative to how many bits is needed for the internally binned representation of x or y.
This is done to make the result close to independent bin size.
• MATLAB Release: R14

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