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