mutual_info is a helper function for estimating the transition matrix used in creating resampled vectors for the (1 - alpha)% critical threshold value on the mutual info.

transM(x, n_bins)

Arguments

x

A vector of values.

n_bins

The number of bins for the entropy calculation.

Value

A list with the following components:

xn

An [n x 2] matrix of the original and discretized vectors.

MM

Transition probability matrix from bin-i to bin-j.