"""
The total correlation, aka the multi-information or the integration.
"""
from ..helpers import normalize_rvs
from ..shannon import conditional_entropy as H
from ..utils import unitful
__all__ = ("total_correlation",)
[docs]
@unitful
def total_correlation(dist, rvs=None, crvs=None):
"""
Computes the total correlation, also known as either the multi-information
or the integration.
Parameters
----------
dist : Distribution
The distribution from which the total correlation is calculated.
rvs : list, None
A list of lists. Each inner list specifies the indexes of the random
variables used to calculate the total correlation. If None, then the
total correlation is calculated over all random variables, which is
equivalent to passing `rvs=dist.rvs`.
crvs : list, None
A single list of indexes specifying the random variables to condition
on. If None, then no variables are conditioned on.
Returns
-------
T : float
The total correlation.
Examples
--------
>>> d = dit.example_dists.Xor()
>>> dit.multivariate.total_correlation(d)
1.0
>>> dit.multivariate.total_correlation(d, rvs=[[0], [1]])
0.0
Raises
------
ditException
Raised if `dist` is not a joint distribution or if `rvs` or `crvs`
contain non-existant random variables.
"""
rvs, crvs = normalize_rvs(dist, rvs, crvs)
one = sum(H(dist, rv, crvs) for rv in rvs)
two = H(dist, set().union(*rvs), crvs)
T = one - two
return T