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This is FEAST (a FEAture Selection Toolbox for C and MATLAB)
if you use this code in academic work could you please reference:
"Conditional Likelihood Maximisation: A Unifying Framework for Mutual
Information Feature Selection"
G. Brown, A. Pocock, M.-J. Zhao, M. Lujan
Journal of Machine Learning Research (JMLR), 2011

Copyright (c) 2010-2011, A. Pocock, G. Brown, The University of Manchester
All rights reserved.

Redistribution and use in source and binary forms, with or without modification,
are permitted provided that the following conditions are met:

  - Redistributions of source code must retain the above copyright notice, this 
    list of conditions and the following disclaimer.
  - Redistributions in binary form must reproduce the above copyright notice, 
    this list of conditions and the following disclaimer in the documentation 
    and/or other materials provided with the distribution.
  - Neither the name of The University of Manchester nor the names of its 
    contributors may be used to endorse or promote products derived from this 
    software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED 
WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE 
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR
ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES 
(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; 
LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON 
ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT 
(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.