Calculate "mutual information" / "transinformation"

qwertz

Dear community,

I want to calculate the mutual information between an attribute (A) and many other attributes (B ... Z) to find non-linear dependencies.

In Rapidminer it is possible to use the "mutual information matrix" operator. But with so many attributes it takes ages because it calculates the mutual information between each and every attribute.

So I thought of taking a third party programm in order to do that but could not find any on the internet.
My second thought was to code the calculation myself in Excel/VBA but I struggle with the formula as I lack the background.

So my questions are:
- Is there any explanation (for dummies!!) on how to calculate the mutual information between two attributes?
- Is it possible to access the code of the mutual information matrix operator (in order to adapt it)?

PS:
- Just in case that you know any good explanation for the delta-test I would be interested as well.


Looking forward to any replies
Sachs