MultivariateDiscretization

MultivariateDiscretization.jl is a Julia package that can be used for mulitvariate, interaction preserving discretization. Currently the following methods are implemented:

• Uniform width binning
• Bayesian Blocks using Discretizers.jl.
• Correlation preserving discretization
• Interaction preserving discretization

For testing purposes a function to evaluate the Cumulative Jensen Shannon divergence is included as well.

Documentation can be found here