[R] Mutual Information on continuous variables

Wan Kyu Kim wkimwkim at googlemail.com
Tue Oct 16 21:27:59 CEST 2007


I am looking for a function for MI (mutual information) for
continuous variables X, Y.
I prefer not to discretize X,Y as it leaves the problems of optimal
bin number etc.

Can any one give a pointer to calculate mutual information using
Gausian kernel estimator for two continuous variables ?

wan



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