InformationMeasures.jl
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Comparison should be taken with PCA-CMI and PCA-PMI
PCA-CMI and PCA-PMI method is also well-known in Gene Regulatory Network Structure Inference besides ARANCE,CLR,MI and MRNET. It is highly recommended to make a deep comparison with these two methods.
Thank you for highlighting these methods - yes, a comparison with these would be very interesting.
You are really appreciated , and if you have time you can close the issue.