Associations.jl
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Multi-information estimators
Gao et al. define estimators of multi-information (i.e. mutual information for more than two variables) analogous to the KSG and BI-KSG estimators.
We should implement these here. This requires defining a multiinformation API, which probably should just be the mutualinfo
function, but with more than two input arguments. A wrapper can be defined if needed.
EDIT: this should be an independent function multiinformation
EDIT 2: https://cs.nju.edu.cn/zhouzh/zhouzh.files/publication/mcs10diversity.pdf is also a good reference
EDIT 3: with v4, this is just a call to association
with its own estimator.