Mutual Information In probability theory and information theory

Code for marginally and conditional mutual information in probability and information theory

Description

The definition of mutual information could resort to wiki:
http://en.wikipedia.org/wiki/Mutual_information

For marginal mutual information, we say it is :
I(A,B)=sum sum P(A,B) log[P(A,B)/P(A)P(B)]

For conditional mutual information, we say it is :
I(A,B|C)=sum sum P(A,B|C) log[P(A,B|C)/P(A|C)P(B|C)]

For mutual information matric, we say it is:
 the matric saves all pairs of I(A,B)

Please refer to "ControlCentor.m", we have a simple example for you understanding. If there is any question, please let me know, i will help you as soon as possible.

PS: fast mex programming functions are provided for advance users here too

• MATLAB release: MATLAB 7.6 (R2008a)

[Philip]

There appears to be missing components from this submission, namely the function DimensionRangeValue called in ConstructLGObj:

??? Undefined function or method 'DimensionRangeValue' for input arguments of type 'double'.

Error in ==> ConstructLGObj at 7
    [ LGObj.VarRange,LGObj.VarRangeLength ] = DimensionRangeValue( OriginalSample,1 : LGObj.VarNumber );

Error in ==> ControlCentor at 6
LGObj = ConstructLGObj( Sample); % construct an object

[Guangdi Li]

   Thanks for you comments, I am sorry that there is one file missed in document because of my carelessness. Next time, I will pay much attention.
   Please wait for one day, I have updated my files again. It will be published after the Center checks it.