moved FEAST Libraries

1 files changed, 20 insertions, 0 deletions

diff --git a/FEAST/MIToolbox/mi.m b/FEAST/MIToolbox/mi.m
new file mode 100644
index 0000000..2fd8766
--- /dev/null
+++ b/FEAST/MIToolbox/mi.m
@@ -0,0 +1,20 @@
+function output = mi(X,Y)
+%function output = mi(X,Y)
+%X & Y can be matrices which are converted into a joint variable
+%before computation
+%
+%expects variables to be column-wise
+%
+%returns the mutual information between X and Y, I(X;Y)
+
+if (size(X,2)>1)
+  mergedFirst = MIToolboxMex(3,X);
+else
+  mergedFirst = X;
+end
+if (size(Y,2)>1)
+  mergedSecond = MIToolboxMex(3,Y);
+else
+  mergedSecond = Y;
+end
+[output] = MIToolboxMex(7,mergedFirst,mergedSecond);