We generalize the point information gain (PIG) and derived quantities, i.e., point information gain entropy (PIE) and point information gain entropy density (PIED), for the case of the Rényi entropy and simulate the behavior of PIG for typical distributions. We also use these methods for the analysis of multidimensional datasets. We demonstrate the main properties of PIE/PIED spectra for the real data on the example of several images, and discuss further possible utilizations in other fields of data processing.