Mutual Information between Continuous Variables in Python
This is an implementation of a B-Spline-based algorithm. There is a nice R version developed by Weiyi Cheng.
Usage
import mutualinfo as m
m.mi2D([1,2,7], [0,0,1], 6, 3)
Prerequisites
Python 2.7 and NumPy
License
This project is licensed under the MIT license.