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+/*******************************************************************************
+** MutualInformation.cpp
+** Part of the mutual information toolbox
+**
+** Contains functions to calculate the mutual information of
+** two variables X and Y, I(X;Y), to calculate the joint mutual information
+** of two variables X & Z on the variable Y, I(XZ;Y), and the conditional
+** mutual information I(x;Y|Z)
+**
+** Author: Adam Pocock
+** Created 19/2/2010
+**
+** Copyright 2010 Adam Pocock, The University Of Manchester
+** www.cs.manchester.ac.uk
+**
+** This file is part of MIToolbox.
+**
+** MIToolbox is free software: you can redistribute it and/or modify
+** it under the terms of the GNU Lesser General Public License as published by
+** the Free Software Foundation, either version 3 of the License, or
+** (at your option) any later version.
+**
+** MIToolbox is distributed in the hope that it will be useful,
+** but WITHOUT ANY WARRANTY; without even the implied warranty of
+** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+** GNU Lesser General Public License for more details.
+**
+** You should have received a copy of the GNU Lesser General Public License
+** along with MIToolbox. If not, see <http://www.gnu.org/licenses/>.
+**
+*******************************************************************************/
+
+#include "MIToolbox.h"
+#include "ArrayOperations.h"
+#include "CalculateProbability.h"
+#include "Entropy.h"
+#include "MutualInformation.h"
+
+double calculateMutualInformation(double *dataVector, double *targetVector, int vectorLength)
+{
+ double mutualInformation = 0.0;
+ int firstIndex,secondIndex;
+ int i;
+ JointProbabilityState state = calculateJointProbability(dataVector,targetVector,vectorLength);
+
+ /*
+ ** I(X;Y) = sum sum p(xy) * log (p(xy)/p(x)p(y))
+ */
+ for (i = 0; i < state.numJointStates; i++)
+ {
+ firstIndex = i % state.numFirstStates;
+ secondIndex = i / state.numFirstStates;
+
+ if ((state.jointProbabilityVector[i] > 0) && (state.firstProbabilityVector[firstIndex] > 0) && (state.secondProbabilityVector[secondIndex] > 0))
+ {
+ /*double division is probably more stable than multiplying two small numbers together
+ ** mutualInformation += state.jointProbabilityVector[i] * log(state.jointProbabilityVector[i] / (state.firstProbabilityVector[firstIndex] * state.secondProbabilityVector[secondIndex]));
+ */
+ mutualInformation += state.jointProbabilityVector[i] * log(state.jointProbabilityVector[i] / state.firstProbabilityVector[firstIndex] / state.secondProbabilityVector[secondIndex]);
+ }
+ }
+
+ mutualInformation /= log(2.0);
+
+ FREE_FUNC(state.firstProbabilityVector);
+ state.firstProbabilityVector = NULL;
+ FREE_FUNC(state.secondProbabilityVector);
+ state.secondProbabilityVector = NULL;
+ FREE_FUNC(state.jointProbabilityVector);
+ state.jointProbabilityVector = NULL;
+
+ return mutualInformation;
+}/*calculateMutualInformation(double *,double *,int)*/
+
+double calculateConditionalMutualInformation(double *dataVector, double *targetVector, double *conditionVector, int vectorLength)
+{
+ double mutualInformation = 0.0;
+ double firstCondition, secondCondition;
+ double *mergedVector = (double *) CALLOC_FUNC(vectorLength,sizeof(double));
+
+ mergeArrays(targetVector,conditionVector,mergedVector,vectorLength);
+
+ /* I(X;Y|Z) = H(X|Z) - H(X|YZ) */
+ /* double calculateConditionalEntropy(double *dataVector, double *conditionVector, int vectorLength); */
+ firstCondition = calculateConditionalEntropy(dataVector,conditionVector,vectorLength);
+ secondCondition = calculateConditionalEntropy(dataVector,mergedVector,vectorLength);
+
+ mutualInformation = firstCondition - secondCondition;
+
+ FREE_FUNC(mergedVector);
+ mergedVector = NULL;
+
+ return mutualInformation;
+}/*calculateConditionalMutualInformation(double *,double *,double *,int)*/
+