minepy provides an ANSI C library (with Python and MATLAB/OCTAVE wrappers) for Maximal Information-based Nonparametric Exploration (MIC and MINE family).
* an ANSI C core API,
* a C++ interface,
* an efficient Python API written in Cython,
* an efficient MATLAB/OCTAVE API,
* a command-line application similar to MINE.jar (http://www.exploredata.net/Downloads/MINE-Application).
minepy is multiplatform (Linux, Mac OS X and Windows Xp, Vista and 7), it works with Python 2 and 3 and it is Open Source, distributed under the GNU General Public License version 3.
Love that its free