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Mutual Information

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Mutual Information

by

Will Dwinnell

 

12 Sep 2010 (Updated )

Calculates the mutual information between two discrete variables (or a group and a single variable).

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Description

MutualInformation: returns mutual information (in bits) of discrete variables 'X' and 'Y'

  I = MutualInformation(X,Y);
 
  I = calculated mutual information (in bits)
  X = variable(s) to be analyzed (column vector)
  Y = variable to be analyzed (column vector)
 
  Note 1: Multiple variables may be handled jointly as columns in
    matrix 'X'.
  Note 2: Requires the 'Entropy' and 'JointEntropy' functions.

MATLAB release MATLAB 6.0 (R12)
Other requirements Requires JointEntropy and Entropy functions.
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Comments and Ratings (7)
05 Jul 2014 Mohammad Haghighat

Mohammad Haghighat

 
02 Jul 2014 Batuhan

Batuhan

Those who cannot find Entropy.m and JointEntropy.m files should search the Matlab File Exchange. These files ara available there, by the same author.

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04 Jun 2013 Debanjan

Debanjan

where can I find the 'Entropy' and 'JointEntropy' functions? The Mutual Information does not seem to run without these functions

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04 Jan 2013 Will Dwinnell

Will Dwinnell

By "discrete", I mean integer values (intended to act as codes for distinct symbols).

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03 Jan 2012 Will Dwinnell

Will Dwinnell

This routine is intended for use with discrete variables, not continuous ones.

Comment only
02 Jan 2012 Jun

Jun

I am not sure if I run the code right or there is a bug in the code.

I ran the following and got the answers below. Does not seem right to me. A and B are completely independent random numbers, which I verified.

>> A=rand(1,100);
>> B=rand(1,100);
>> MutualInformation(A',A')

ans =

6.6439

>> MutualInformation(B',B')

ans =

6.6439

>> MutualInformation(A',B')

ans =

6.6439

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06 Dec 2010 Marcello Costa

Marcello Costa

Good Job

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Updates
03 Jan 2012

I have updated the description to clarify the use of this routine.

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