Fast Mutual Information Based Independence Test

A mutual information estimator based on k-nearest neighbor method proposed by A. Kraskov, et al. (2004) to measure general dependence and the time complexity for our estimator is only squared to the sample size, which is faster than other statistics. Besides, an implementation of mutual information based independence test is provided for analyzing multivariate data in Euclidean space (T B. Berrett, et al. (2019) ); furthermore, we extend it to tackle datasets in metric spaces.


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install.packages("fastmit")

0.1.1 by Shiyun Lin, 10 months ago


Browse source code at https://github.com/cran/fastmit


Authors: Shiyun Lin [aut, cre] , Jin Zhu [aut] , Wenliang Pan [aut] , Xueqin Wang [aut] , SC2S2 [cph]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, stats

Suggests testthat

Linking to Rcpp, RcppArmadillo


See at CRAN