anchor.diff:  double inform_mutual_info(int const *series, size_t l, size_t n,
           int const *b, inform_error *err);
   ----
  +Compute the mutual information between two or more time series.
  +
  +For this function, `l` is the number of random variables, and `n` is the length of each
  +variable's time series. Each variable can have a different base, so `b` is an array of
  +length `l`.
  +
  +*Examples:*
  +
  +Two variables:
  +[source,c]
  +----
  +inform_error err = INFORM_SUCCESS;
  +int const xs[40] = {0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1, // var 1
  +                    0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,1  // var 2};
  +
  +double mi = inform_mutual_info(xs, 2, 20, (int[2]){2,2}, &err);
  +assert(inform_succeeded(&err));
  +// mi == 0.214171
  +----
  +
  +Three variables:
  +[source,c]
  +----
  +inform_error err = INFORM_SUCCESS;
  +int const xs[60] = {0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1, // var 1
  +                    0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,1, // var 2
  +                    1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1, // var 3};
  +
  +double mi = inform_mutual_info(xs, 3, 20, (int[3]){2,2,2}, &err);
  +assert(inform_succeeded(&err));
  +// mi == 1.095462
  +----
   ****
   
   ****
  
positive.code: ----
  double *inform_local_mutual_info(int const *series, size_t l, size_t n,
          int const *b, double *mi, inform_error *err);
  ----
  ****
  
  
negative.code: 
  [[mutual-information]]
  == Mutual Information
  https://en.wikipedia.org/wiki/Mutual_information[Mutual information] (MI) is a measure of
  the amount of mutual dependence between at least two random variables. Locally, MI is
  defined as
  [stem]
  ++++
  i_i(X_1,\ldots,X_l) = \frac{p(x_{1,i},\ldots,x_{l,i})}{p(x_{1,i})\ldots p(x_{l,i})}.
  ++++
  The mutual information is then just the time average of stem:[i_i(X_1,\ldots,X_l)]:
  [stem]
  ++++
  I(X_1,\ldots,X_l) =
      \sum_{x_{1,i},\ldots,x_{l,i}} p(x_{1,i},\ldots,x_{l,i}) \frac{p(x_{1,i},\ldots,x_{l,i})}{p(x_{1,i})\ldots p(x_{l,i})}.
  ++++
  See <<Cover1991>> for more details.
  
  ****
  [[inform_mutual_info]]
  