$$I(X;Y|Z) = H(X,Z) + H(Y,Z) - H(X,Y,Z) - H(Z)$$ Cover & Thomas (2006), eq. (2.60)-(2.61), p. 23.
Examples
V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Cndmi(V)
#> $estimate
#> [1] 0
#>
#> $hxz
#> [1] 2.794209
#>
#> $hyz
#> [1] 0
#>
#> $hxyz
#> [1] 2.794209
#>
#> $hz
#> [1] 0
#>
#> $n
#> [1] 8
#>
#> $method
#> [1] "Conditional mutual information I(X;Y|Z) -- Cover & Thomas (2006) eq. (2.60)"
#>
