Currently information measures on three or fewer variables are supported. The basic use case is to pass data arrays for each variable into each function. These will be discretized.
It is also possible to pass in frequencies (if the data has already been discretized), or probabilities (if the probabilities are already known or have already been estimated) - see below.
using InformationMeasures data_1 = rand(100) data_2 = rand(100) data_3 = rand(100) # Entropy ent_1 = get_entropy(data_1) ent_12 = get_entropy(data_1, data_2) ent_123 = get_entropy(data_1, data_2, data_3) # Conditional entropy ce_1_on_2 = get_conditional_entropy(data_1, data_2) # Mutual information mi_12 = get_mutual_information(data_1, data_2) # Conditional mutual information cmi_12_on_3 = get_conditional_mutual_information(data_1, data_2, data_3) # Interaction information ii_123 = get_interaction_information(data_1, data_2, data_3) # Total correlation tc_123 = get_total_correlation(data_1, data_2, data_3) # Partial information decomposition pid_123 = get_partial_information_decomposition(data_1, data_2, data_3)
The following keyword arguments can be passed in to each function:
estimator (String) Estimator for estimating the probability distribution
base (Number) Base of the logarithm, i.e. the units for entropy
mode (String) Method for discretizing
get_number_of_bins (Function) Customized function for calculating the number of bins (will only be used if
lambda (Void or Number) Shrinkage intensity (if left as
nothing, will be calculated automatically)
prior (Number) Dirichlet prior (if left as
0, Dirichlet estimator is equivalent to maximum likelihood)
The information measures can be calculated from raw data values, frequencies (if the data has already been discretized), or probabilities (if the probabilities are already known or have already been estimated).
To calculate entropy from frequencies, call
get_entropy with the keyword argument
discretized = true
For all other information measures, simply pass in a single array of frequencies or probabilities (2D for conditional entropy and mutual information or 3D for conditional mutual information, mutual information and total correlation). If they are probabilities, include the keyword argument
probabilities = true, otherwise they will be treated as frequencies.
Although discretization is taken care of when the information measures are calculated, it is possible to discretize raw values directly, for example to investigate how different modes and bin numbers affect the discretization.
data = rand(100) disc_val = discretize_values(data)
24 days ago