diff --git a/.Rbuildignore b/.Rbuildignore
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--- /dev/null
+++ b/.Rbuildignore
@@ -0,0 +1,2 @@
+^.*\.Rproj$
+^\.Rproj\.user$
diff --git a/.gitignore b/.gitignore
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index 0000000..807ea25
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1,3 @@
+.Rproj.user
+.Rhistory
+.RData
diff --git a/DESCRIPTION b/DESCRIPTION
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--- /dev/null
+++ b/DESCRIPTION
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+Package: rPID
+Title: rPID - Partial information decompostion in R
+Version: 0.0.0.9000
+Authors@R: person("Jens", "Preussner", email = "jens.preussner@mpi-bn.mpg.de", role = c("aut", "cre"))
+Description: Implements methods for calulating entropy, mutual information and higher order measures from information theory.
+Depends: R (>= 3.3.2)
+License: MIT
+Encoding: UTF-8
+LazyData: true
+Imports: rPython
+RoxygenNote: 6.0.1
diff --git a/NAMESPACE b/NAMESPACE
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index 0000000..9c3b09b
--- /dev/null
+++ b/NAMESPACE
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+# Generated by roxygen2: do not edit by hand
+
+export(bayesian_blocks)
+export(discretize.bb)
diff --git a/R/density_estimation.R b/R/density_estimation.R
new file mode 100644
index 0000000..f756ede
--- /dev/null
+++ b/R/density_estimation.R
@@ -0,0 +1,57 @@
+#' Discretize a matrix using the bayesian blocks algorithm
+#'
+#' @param X Numerical matrix to be discretized column-wise.
+#' @param ... Additional parameters passed to bayesian_blocks
+#'
+#' @return A discretized matrix
+#'
+#' @export
+discretize.bb <- function(X, ...) {
+  X <- as.matrix(X)
+
+  ret <- apply(X, 2, function(x, ...) {
+    bins <- bayesian_blocks(x, ...)
+    bins[which.min(bins)] <- min(x)
+    as.numeric(cut(x, breaks = bins, include.lowest = T))
+  }, ...)
+
+  ret
+}
+
+#' Wrapper for astroML.density_estimation.bayesian_blocks
+#'
+#' @param t A numeric
+#' @param x A numeric
+#' @param sigma Data error
+#' @param fitness Fitness function
+#' @param kwargs A named list of ot <ther parameters
+#'
+#' @return array containing the (N+1) bin edges
+#'
+#' @export
+bayesian_blocks <- function(t, x=NULL, sigma=NULL, fitness="events", kwargs = list()) {
+  if (!is.numeric(t)) {
+    t <- as.numeric(t)
+  }
+
+  rPython::python.assign("t", t)
+  rPython::python.exec("x = None")
+  rPython::python.exec("sigma = None")
+
+  if (!is.null(x)) {
+    x <- as.numeric(x)
+    rPython::python.assign("x", x)
+  }
+  if (!is.null(sigma)) {
+    sigma <- as.numeric(sigma)
+    rPython::python.assign("sigma", sigma)
+  }
+
+  fi <- match.arg(fitness, c("events", "regular_events", "measures"))
+  rPython::python.assign("fitness", fi)
+
+  rPython::python.exec("from astroML.density_estimation import bayesian_blocks")
+  rPython::python.exec("bins = bayesian_blocks(t=t, x=x, sigma=sigma, fitness=fitness)")
+  bins <- rPython::python.method.call("bins","tolist")
+  bins
+}
diff --git a/man/bayesian_blocks.Rd b/man/bayesian_blocks.Rd
new file mode 100644
index 0000000..79aaa1b
--- /dev/null
+++ b/man/bayesian_blocks.Rd
@@ -0,0 +1,26 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/density_estimation.R
+\name{bayesian_blocks}
+\alias{bayesian_blocks}
+\title{Wrapper for astroML.density_estimation.bayesian_blocks}
+\usage{
+bayesian_blocks(t, x = NULL, sigma = NULL, fitness = "events",
+  kwargs = list())
+}
+\arguments{
+\item{t}{A numeric}
+
+\item{x}{A numeric}
+
+\item{sigma}{Data error}
+
+\item{fitness}{Fitness function}
+
+\item{kwargs}{A named list of ot <ther parameters}
+}
+\value{
+array containing the (N+1) bin edges
+}
+\description{
+Wrapper for astroML.density_estimation.bayesian_blocks
+}
diff --git a/man/discretize.bb.Rd b/man/discretize.bb.Rd
new file mode 100644
index 0000000..6d5bdb6
--- /dev/null
+++ b/man/discretize.bb.Rd
@@ -0,0 +1,19 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/density_estimation.R
+\name{discretize.bb}
+\alias{discretize.bb}
+\title{Discretize a matrix using the bayesian blocks algorithm}
+\usage{
+discretize.bb(X, ...)
+}
+\arguments{
+\item{X}{Numerical matrix to be discretized column-wise.}
+
+\item{...}{Additional parameters passed to bayesian_blocks}
+}
+\value{
+A discretized matrix
+}
+\description{
+Discretize a matrix using the bayesian blocks algorithm
+}
diff --git a/rPID.Rproj b/rPID.Rproj
new file mode 100644
index 0000000..cba1b6b
--- /dev/null
+++ b/rPID.Rproj
@@ -0,0 +1,21 @@
+Version: 1.0
+
+RestoreWorkspace: No
+SaveWorkspace: No
+AlwaysSaveHistory: Default
+
+EnableCodeIndexing: Yes
+UseSpacesForTab: Yes
+NumSpacesForTab: 2
+Encoding: UTF-8
+
+RnwWeave: Sweave
+LaTeX: pdfLaTeX
+
+AutoAppendNewline: Yes
+StripTrailingWhitespace: Yes
+
+BuildType: Package
+PackageUseDevtools: Yes
+PackageInstallArgs: --no-multiarch --with-keep.source
+PackageRoxygenize: rd,collate,namespace