Hi,I have developped a script on mutual information estimation based on Renyi
entropy Cauchy-Schwartz divergence (and Parzen-Window function for continous
variables).This script allows to estimate MI between two disctete, continous
and mixed (discrete and continous) variables. I'll plan to first parallelize
the code and second to improve the code in order to estime MI between more than
two features.
If you are interested by this script, I can push the first version and modify
it according to your feedback.
Let me know.Greetings,Cécilia Damon
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