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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"
-#include "util.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 = safe_calloc(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)*/
-