The OpenD Programming Language

DenseInfoTheory.mutualInfoPval

Calculates the P-value for I(X; Y) assuming x and y both have supports of [0, nBin). The P-value is calculated using a Chi-Square approximation. It is asymptotically correct, but is approximate for finite sample size.

struct DenseInfoTheory
double
mutualInfoPval
(
double mutualInfo
,
double n
)

Meta