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Mutual Average Information

version 1.0.0.0 (925 Bytes) by Alexandros Leontitsis
Calculates the Mutual Average Information of a time series

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Updated 05 Jan 2004

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

Cite As

Alexandros Leontitsis (2021). Mutual Average Information (https://www.mathworks.com/matlabcentral/fileexchange/880-mutual-average-information), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (7)

Urs Groepl

samira

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);

Mohamed Aboamer

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 Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: Average mutual information

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