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Mutual information for negative delays

Posted: Thu Apr 29, 2021 12:32
by ajay singh
Dear sir,
Similar to the cross-correlation coefficient, is there any way to calculate mutual information for both positive and negative delays for two-time series by using the CRP toolbox?

Re: Mutual information for negative delays

Posted: Wed May 5, 2021 16:06
by pucicu
It is not directly implemented as a function. We could put it on the wishlist.