LSMIMutualInformation Property

Approximation of Mutual Information between two series.

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

Syntax

public double MutualInformation { get; }

Type: Double

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LSMIAddLanguageSpecificTextSet("LSTA86E7909_0?cpp=::|nu=.");MutualInformation Property