LSMI Constructor (Double, Double)

Calculate Mutual Information between series X and Y.

Namespace: FinMath.FactorAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public LSMI(
	double[] X,
	double[] Y
)

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LSMI Constructor (AddLanguageSpecificTextSet("LST65298254_0?cpp=array&lt;");DoubleAddLanguageSpecificTextSet("LST65298254_1?cpp=&gt;|vb=()|nu=[]");, AddLanguageSpecificTextSet("LST65298254_2?cpp=array&lt;");DoubleAddLanguageSpecificTextSet("LST65298254_3?cpp=&gt;|vb=()|nu=[]");)