Function 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.

double mutualInfoPval (
  double mutualInfo,
  double n
);

Parameters

mutualInfo

I(x; y), in bits

n

The number of samples used to calculate I(x; y)