#### Information decomposition

Notes:

- the
*weighted information gains*show the amount of information from a given frequency band as a \(\%\) of the total information about a given shock. - the
*information gains*show the amount of information from a given frequency band as a \(\%\) of the total variance originating from**that**frequency band. - the
*weights*are given by variance originating in a given frequency band as a \(\%\) of the total variance of the shock - in this model the information gains are \(100\%\), therefore the weighted gains simply replicate the weights.