An R package for kNN mutual information estimators. Mutual information is an information theoretic quantity that measures the amount of information that knowledge of one random variable provides about another random variable. The estimators contained in this package estimate the empirical mutual information between two or more variable from samples. Mutual information is useful for measuring nonlinear dependency between variables and applied to machine learning, signal processing, independent component analysis, and experimental design.
You can install rmi from github with: