Hi, Given a set of stochastic sequences, say n with T observations on each. Is there any algorithm (hopefully implemented) to compute the total correlation / multi-information for this set of random sequences? I know that it entails estimation of entropy, and that is where I see blurry. How does one bin the data? Or does one estimate a histogram? Apart from R pointers, it would be great if anyone can also point to relevant papers / references on this. I am looking to work with this in R and am hoping that there are many others who have done this before. I have taken a look at CRAN, and came across the entropy and minet package; intend to see how I could utilize those. Thanks much in anticipation. Best Regards, Vishal Belsare
Firstly, I propose for myself the rule that the obviousness of a proposition does not free me from the obligation to continue searching for a proof of it, at least until I clearly realize that absolutely no proof could ever be required, and why. ~ Bolzano