Average mutual information Matlab script

Publisher review:
Average mutual information - Very fast implementation of average mutual information. Usage: [v,lag]=ami(x,y,lag)Calculates the mutual average information of x and y with a possible lag.v is the average mutual information. (relative units see below)x & y is the time series. (column vectors)lag is a vector of time lags.(A peak in V for lag>0 means y is leading x.)v is given as how many bits x and y has in common relative to how many bits is needed for the internally binned representation of x or y.This is done to make the result close to independent bin size. Requirements: · MATLAB Release: R14
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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