Mutual information between two vectors by using Histograms.

Hello,

I have two auto-correlated vectors( two vector which are simulated as network traffic) and I want to see how much are they correlated to each other by using Mutual information. because of some problem I want to find the mutual information between them by using histograms. First I must find the histograms and then mutual information.

I found a good file(as you can see below) but it is for matrix not vectors, (<http://www.mathworks.com/matlabcentral/fileexchange/13289-fast-mutual-information-of-two-images-or-signals/content/hist2.m>)

I am searching for a code like that but for vectors. Is there any ? Thanks in advance.

Answer 1

[HU xb]

I have uploaded the function with a very simple form, It is also suited for vectors.

http://www.mathworks.com/matlabcentral/fileexchange/42165#comments

[Shirin Dezfool]

Thanks a lot.

[ahmed silik]

thank for all