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fastmit  

Fast Mutual Information Based Independence Test
View on CRAN: Click here


Download and install fastmit package within the R console
Install from CRAN:
install.packages("fastmit")

Install from Github:
library("remotes")
install_github("cran/fastmit")

Install by package version:
library("remotes")
install_version("fastmit", "0.1.1")



Attach the package and use:
library("fastmit")
Maintained by
Shiyun Lin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-12-30
Latest Update: 2019-12-30
Description:
A mutual information estimator based on k-nearest neighbor method proposed by A. Kraskov, et al. (2004) to measure general dependence and the time complexity for our estimator is only squared to the sample size, which is faster than other statistics. Besides, an implementation of mutual information based independence test is provided for analyzing multivariate data in Euclidean space (T B. Berrett, et al. (2019) ); furthermore, we extend it to tackle datasets in metric spaces.
How to cite:
Shiyun Lin (2019). fastmit: Fast Mutual Information Based Independence Test. R package version 0.1.1, https://cran.r-project.org/web/packages/fastmit. Accessed 15 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited fastmit R package
View fastmit citation profile
Other R packages that fastmit depends, imports, suggests or enhances
Complete documentation for fastmit
Functions, R codes and Examples using the fastmit R package
Some associated functions: mi . mi.test . 
Some associated R codes: RcppExports.R . mi.R . mi_test.R .  Full fastmit package functions and examples
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