Conditional mutual information

TransferEntropy.conditional_mutualinfoFunction
conditional_mutualinfo(x, y, z, est; base = 2, q = 1)

Estimate, $I^{q}(x; y | z)$, the conditional mutual information between x, y given z, using the provided entropy/probability estimator est from Entropies.jl or specialized estimator from TransferEntropy.jl (e.g. Kraskov1), and Rényi entropy of order q (defaults to q = 1, which is the Shannon entropy), with logarithms to the given base.

As for mutualinfo, the variables x, y and z can be vectors or potentially multivariate) Datasets, and the keyword q cannot be provided for nearest-neighbor estimators (it is hard-coded to q = 1).