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Utilities for mutual information and correlations #28

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OmriTreidel opened this issue Nov 4, 2016 · 0 comments
Open

Utilities for mutual information and correlations #28

OmriTreidel opened this issue Nov 4, 2016 · 0 comments

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@OmriTreidel
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OmriTreidel commented Nov 4, 2016

It is important to know when two or more features carry the same information and/or are highly correlated.

It would be great to have some utility functions for computing mutual information, the correlation, and the Statistical distance between distributions

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