knnmi - k-Nearest Neighbor Mutual Information Estimator

This is a 'C++' mutual information (MI) library based on the k-nearest neighbor (KNN) algorithm. There are three functions provided for computing MI for continuous values, mixed continuous and discrete values, and conditional MI for continuous values. They are based on algorithms by A. Kraskov, et. al. (2004) <doi:10.1103/PhysRevE.69.066138>, BC Ross (2014)<doi:10.1371/journal.pone.0087357>, and A. Tsimpiris (2012) <doi:10.1016/j.eswa.2012.05.014>, respectively.