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Windowed mutual information (migram)

version 1.0 (3.46 KB) by

Computes a windowed mutual information

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Calculate windowed mutual information between two signals up to a pre-defined lag. The estimation of the (joint) probabilities is optimized, hence, entire computation is very fast.

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Updates

normalization removed

(1) removed missing function "normalize" (which is actually not necessary)
(2) added renormalised MI

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MATLAB 6.0 (R12)

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