Mutual Information

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

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.