Can I compute total correlation with IDTxl?

[Oleg Kachan]

Can I compute total correlation, i.e.

TC(X_1, X_2, X_3) = \sum_i=1^3 H(X_i) - H(X_1, X_2, X_3)

with IDTxl? Isn't is idtxl.multivariate_mi.MultivariateMI?

If so, how can I compute just the above value, without any excessive computations such as statistical tests, p-values, different lags, etc.? Just for 3 vectors X_i, with no lags?

Thanks.

[Thomas Varley]

For interested readers, Ryan James' Discrete Information Toolbox (DIT) will do TC, DTC, and a variety of other measures.

https://github.com/dit/dit

All the best
~Thomas