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Windowed mutual information (migram)

version 1.0.0.0 (3.46 KB) by Norbert Marwan
Computes a windowed mutual information

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Updated 20 Jun 2007

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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.

Cite As

Norbert Marwan (2020). Windowed mutual information (migram) (https://www.mathworks.com/matlabcentral/fileexchange/15301-windowed-mutual-information-migram), MATLAB Central File Exchange. Retrieved .

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Updates

1.0.0.0

input argument NBINS added

normalization removed

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

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux