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mi.py
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"""
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Calculate mutual information between two variables
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+https://en.wikipedia.org/wiki/Mutual_information
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Phong D. Le - le.duc.phong@gmail.com
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def mutual_information(X, Y, dist1=None, dist2 = None):
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- Calculate the mutual information between X and Y.
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- Using single and joint entropies
+ Calculate the mutual information between X and Y. Using single and joint entropies:
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+ https://en.wikipedia.org/wiki/Mutual_information#Relation_to_conditional_and_joint_entropy
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I(X, Y) = H(X) + H(Y) - H(X, Y)
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