Package 'JMI'

Title: Jackknife Mutual Information
Description: Computes the Jackknife Mutual Information (JMI) between two random vectors and provides the p-value for dependence tests. See Zeng, X., Xia, Y. and Tong, H. (2018) <doi:10.1073/pnas.1715593115>.
Authors: Zeng Xianli <[email protected]>, Hang Weiqiang <[email protected]>
Maintainer: Zeng Xianli <[email protected]>
License: GPL (>= 2)
Version: 0.1.0
Built: 2025-02-04 03:38:25 UTC
Source: https://github.com/cran/JMI

Help Index


Jackknife Mutual Information

Description

This function provides method for dependence test. It uses permutation test to determine the rejection region.

Usage

JMI(x, y, BN = 1000)

Arguments

x

n by p sample matrix.

y

n by q sample matrix.

BN

Number of permutations, the default value is 1000.

Value

the output is a list which contains:

  • mi: the value of Jackknife Mutual information

  • pvalue: the p-value of independence test that based on the permutation of JMI, the value is not provided if BN=0.

References

Zeng, X., Xia, Y., & Tong, H. (2018). Jackknife approach to the estimation of mutual information[J]. Proceedings of the National Academy of Sciences, 201715593.

Examples

x <- matrix(rnorm(50*3),50,3)
 y <- matrix(rnorm(50*2),50,2)
 #calculate the Jackknife Mutual information between x and y.
 JMI(x,y,0)$mi
 #calculate the p-value of independent test between x and y that based on 500 permutations.
 JMI(x,y,500)$pvalue