curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/mutual-information \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "joint_prob": [
    [
      0.45,
      0.05,
      0
    ],
    [
      0.05,
      0.4,
      0.05
    ],
    [
      0,
      0,
      0
    ]
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "mutual_information": 0.5623
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

quantlib-physics

Calculate Mutual Information

Calculates the mutual information I(X;Y) between two random variables, measuring the reduction in uncertainty of one variable due to knowledge of the other. Mutual information is symmetric, always non-negative, and captures both linear and non-linear dependencies, making it superior to correlation for detecting complex relationships.

Use Cases:

Detect non-linear dependencies between assets
Feature selection for predictive models
Measure information flow between markets
Quantify predictive relationships
Portfolio diversification analysis

Formula: I(X;Y) = H(X) + H(Y) - H(X,Y) = H(X) - H(X|Y)

Credits: 5 credits per request (Pro Tier) [Tier: ENTERPRISE, Credits: 10]

POST

quantlib

physics

entropy

mutual-information

curl --request POST \
  --url https://api.fincept.in/quantlib/physics/entropy/mutual-information \
  --header 'Content-Type: application/json' \
  --header 'X-API-Key: <api-key>' \
  --data '
{
  "joint_prob": [
    [
      0.45,
      0.05,
      0
    ],
    [
      0.05,
      0.4,
      0.05
    ],
    [
      0,
      0,
      0
    ]
  ],
  "base": 2.718281828459045
}
'

{
  "success": true,
  "data": {
    "mutual_information": 0.5623
  }
}

{
  "detail": "Invalid API key"
}

{
  "detail": "Insufficient credits. This endpoint requires 5 credits."
}

{
  "detail": [
    {
      "loc": [
        "<string>"
      ],
      "msg": "<string>",
      "type": "<string>"
    }
  ]
}

Authorizations

X-API-Key

string

header

required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json

joint_prob

number[][]

required

Joint probability matrix (must sum to 1)

Example:

[
  [0.4, 0.1, 0.05],
  [0.05, 0.3, 0.05],
  [0.02, 0.01, 0.02]
]

base

number

default:2.718281828459045

Logarithm base for information calculation

Example:

2.718281828459045

Response

Mutual information calculated successfully

success

boolean

Example:

true

data

object

Show child attributes

Free Tier (0 credits)

Basic Tier (1 credit)

Standard Tier (2 credits)

Pro Tier (5 credits)

Enterprise Tier (10 credits)

Calculate Mutual Information

Authorizations

Body

Response