Mutual information of a 2-D joint pmf

$$I(X;Y) = \sum p(x,y)\log\frac{p(x,y)}{p(x)p(y)}$$ Cover & Thomas (2006), eq. (2.28)-(2.30), p. 20; Shannon (1948), Section 12.

Usage

Mutinf(pxy, base = 2)

Arguments

pxy: Joint pmf as a matrix or list of rows; normalised here.
base: Log base; 2 gives bits.

Value

Named list with estimate, hx, hy, hxy, n, method.

References

Cover & Thomas (2006), eq. (2.28).

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Mutinf(V)
#> $estimate
#> [1] 0
#> 
#> $hx
#> [1] 2.794209
#> 
#> $hy
#> [1] 0
#> 
#> $hxy
#> [1] 2.794209
#> 
#> $n
#> [1] 8
#> 
#> $method
#> [1] "Mutual information I(X;Y) -- Cover & Thomas (2006) eq. (2.28)"
#>