To the best of my knowledge, mutual information (`MI`) is zero if and only if the variables are independent. I have simulated copula data and computed the `MI` and the results are as follows: 1. Independent copula (`MI` = `0.04`) 2. Very weak dependency Gaussian copula (`MI` = `-0.03`)! - My question is, is it acceptable to have negative `MI`? Is that because the relationship between mutual information and copula is negative? - Is it acceptable to have `> 0` for completely independent variables. I used an 'infotheo` package in R.