infotheory: A C++/Python package for multivariate information theoretic analysis
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This paper introduces infotheory: a package that implements multivariate information theoretic measures for discrete and continuous data. This package implements widely used measures such as entropy and mutual information, as well as more recent measures that arise from multivariate extensions to information theory, specifically Partial Information Decomposition. It provides an easy-to-use and flexible tool for performing information theoretic analyses on any multivariate dataset consisting of discrete or continuous data.
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