pyhctsa.operations.information.rm_automutual_information¶

pyhctsa.operations.information.rm_automutual_information(y, tau=1)¶

Estimates the mutual information of two stationary signals with independent pairs of samples using various approaches.

Based on a wrapper initially developed by Ben D. Fulcher in MATLAB, which is based on rm_information.py initially developed by Rudy Moddemeijer in MATLAB, and translated to to python by Tucker Cullen.

Parameters:¶

y : array-like¶

The input time series.

tau : int¶

Time lag for automutual information calculation

Returns:¶

Estimate of the auto-mutual information

Return type:¶

float