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TIM is a cross-platform C++ library for efficient estimation of information-theoretic measures from continuous-valued time-series' in arbitrary dimensions. It has a Matlab interface as well as a console interface.

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  • Estimation of Shannon differential entropy.
  • Estimation of Renyi entropies.
  • Estimation of Tsallis entropies.
  • Estimation of entropy combinations.
  • Estimation of Kullback-Leibler divergence.
  • Temporal estimation using time-windowing.
  • Estimation from multi-trial time-series.
  • Time-series' with arbitrary-dimensionality.
  • Multi-core parallel computation.


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