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Mutual Average Information

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Calculates the Mutual Average Information of a time series

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Calculates the Mutual Average Information of a time series for some time lag.

Comments and Ratings (7)

Urs Groepl

samira

samira (view profile)

Thank you Alexandros for sharing your matlab code!
can you please tell us what is your reference for calculating number of bins like this?

% Define the number of bins
   k=floor(1+log2(n-lag(i))+0.5);

It works well and fast but i need to plot lag vs. values of mutual information

Matteo De Felice

nice and useful,tnx

Aslak Grinsted

Moritz Plinke

It works well and this with a fast speed. It was helpfull for my student research project.

Thanks, Moritz

ramabala kondepudi

Hi
This code is very helpful to me to get started on my academic project. Could you please let me know if you dont provide the lag, the lag chosen in the program
0:min(n/2 -1,20) is a generic rule or is that applied just for some systems?
I would greatly appreciate it if you elaborate a little bit on how to choose the time lag.
Thanks
Sesh

MATLAB Release
MATLAB 6.5 (R13)
Acknowledgements

Inspired: Average mutual information

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