1. Zoltán Szabó
  2. ITE


Zoltan Szabo  committed fb79e28

Adding a README.

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+#ITE (Information Theoretical Estimators)
+ITE is capable of estimating many different variants of entropy, mutual information and divergence measures. Thanks to its highly modular design, ITE supports additionally 
+- the combinations of the estimation techniques, 
+- the easy construction and embedding of novel information theoretical estimators, and 
+- their immediate application in information theoretical optimization problems. 
+ITE is 
+- written in Matlab/Octave,
+- multi-platform (tested extensively on Windows and Linux),
+- free and open source (released under the GNU GPLv3(>=) license).
+ITE can estimate Shannon-, Rényi entropy; generalized variance, kernel canonical correlation analysis, kernel generalized variance, Hilbert-Schmidt independence criterion, Shannon-, L2-, Rényi-, Tsallis mutual information, copula-based kernel dependency; complex variants of entropy and mutual information; L2-, Rényi, Tsallis divergence, maximum mean discrepancy, and J-distance.
+ITE offers solution methods for 
+- Independent Subspace Analysis (ISA) and 
+- its extensions to different linear-, controlled-, post nonlinear-, complex valued-, partially observed systems, as well as to systems
+with nonparametric source dynamics.