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Information Imbalance

Usage

info_imbalance(
  mx,
  my,
  lib = NULL,
  pred = NULL,
  k = 1,
  threads = 1,
  method = "euclidean"
)

Arguments

mx

Numeric matrix of hypothesised driving variable measurements.

my

Numeric matrix of hypothesised response variable measurements.

lib

(optional) Library indices.

pred

(optional) Prediction indices.

k

(optional) Number of nearest neighbors when estimating ranks.

threads

(optional) Number of parallel threads.

method

(optional) Distance measure to be used: "euclidean", "manhattan", or maximum".

Value

A numeric value.

References

Glielmo, A., Zeni, C., Cheng, B., Csanyi, G., Laio, A., 2022. Ranking the information content of distance measures. PNAS Nexus 1.

Examples

set.seed(42)
mx = embed(rnorm(100), 3)
my = embed(rnorm(100), 3)
infoxtr::info_imbalance(mx, my)
#> [1] 1.008538