Information decomposition

Notes:

• the weighted information gains show the amount of information from a given frequency band as a $\mathrm{\%}$ of the total information about a given shock.
• the information gains show the amount of information from a given frequency band as a $\mathrm{\%}$ of the total variance originating from that frequency band.
• the weights are given by variance originating in a given frequency band as a $\mathrm{\%}$ of the total variance of the shock
• in this model the information gains are $100\mathrm{\%}$, therefore the weighted gains simply replicate the weights.

Information contributions