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Windowed mutual information (migram)

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Windowed mutual information (migram)

by Norbert Marwan

 

14 Jun 2007 (Updated 20 Jun 2007)

Computes a windowed mutual information

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Description

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.

Required Products Signal Processing Toolbox
MATLAB release MATLAB 6.0 (R12)
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Updates
20 Jun 2007

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

20 Jun 2007

normalization removed

20 Jun 2007

input argument NBINS added

Tag Activity for this File
Tag Applied By Date/Time
statistics Norbert Marwan 22 Oct 2008 09:15:38
probability Norbert Marwan 22 Oct 2008 09:15:38
mutual information Norbert Marwan 22 Oct 2008 09:15:38
window Norbert Marwan 22 Oct 2008 09:15:38
overlap Norbert Marwan 22 Oct 2008 09:15:38

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