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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.1.1 by Shiyun Lin, 10 months ago

Browse source code at

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