Description of the program: mutual


Estimates the time delayed mutual information of the data. It is the simplest possible realization. It uses a fixed mesh of boxes.
No finite sample corrections are implemented so far.

Usage:

mutual [Options]

Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also - means stdin

Possible options are:

Option Description Default
-l# number of data to use whole file
-x# number of lines to be ignored 0
-c# column to be read 1
-b# number of boxes for the partition 16
-D# maximal time delay 20
-o[#] output file name without name given: 'datafile'.mut
(or stdin.mut if data were read from stdin)
without -o results are written to stdout.
-V# verbosity level
  0: only panic messages
  1: add input/output messages
1
-h show these options none


Description of the Output:

The first line contains the number of occupied boxes, the second one the shannon entropy (normalized to the number of occupied boxes), the last D lines the mutual information (first column: delay, second column: mutual information).
View the C-sources.
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