wehub-resource-sync
32 lines
757 B
Matlab
Executable File
32 lines
757 B
Matlab
Executable File
function z = mutInfo(x, y)
|
|
% Compute mutual information I(x,y) of two discrete variables x and y.
|
|
% Input:
|
|
% x, y: two integer vector of the same length
|
|
% Output:
|
|
% z: mutual information z=I(x,y)
|
|
% Written by Mo Chen (sth4nth@gmail.com).
|
|
assert(numel(x) == numel(y));
|
|
n = numel(x);
|
|
x = reshape(x,1,n);
|
|
y = reshape(y,1,n);
|
|
|
|
l = min(min(x),min(y));
|
|
x = x-l+1;
|
|
y = y-l+1;
|
|
k = max(max(x),max(y));
|
|
|
|
idx = 1:n;
|
|
Mx = sparse(idx,x,1,n,k,n);
|
|
My = sparse(idx,y,1,n,k,n);
|
|
Pxy = nonzeros(Mx'*My/n); %joint distribution of x and y
|
|
Hxy = -dot(Pxy,log2(Pxy));
|
|
|
|
Px = nonzeros(mean(Mx,1));
|
|
Py = nonzeros(mean(My,1));
|
|
|
|
% entropy of Py and Px
|
|
Hx = -dot(Px,log2(Px));
|
|
Hy = -dot(Py,log2(Py));
|
|
% mutual information
|
|
z = Hx+Hy-Hxy;
|
|
z = max(0,z); |