05 Create Composite Variable
To do inferential statistics (Information Theory), you may be interested in interaction terms between 2 more variables.
Create 2 set of random variables
series1 = rnorm(1000000)
Create a second series of normal variable
series2 = rnorm(1000000)
Create new series that is a mean of two above series.
series.mean = (series1 + series2)/2
Multiple of series1 and series2.
series.mul = series1 * series2
Let's look at kurtosis to understand the peakedness of frequency distribution.
Compare the kurtosis value between series.mul and series1. Higher the value of kurtosis, more peaked is the data.