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Added tests for new TE autoembedding methods.

This commit is contained in:
Pedro Martinez Mediano 2018-02-27 20:18:28 +00:00
parent 5f6671aa2b
commit 03d5e2fb2f
1 changed files with 39 additions and 0 deletions
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39
java/unittests/infodynamics/measures/continuous/kraskov/TransferEntropyMultiVariateTester.java
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@ -518,4 +518,43 @@ public class TransferEntropyMultiVariateTester
assertEquals(correctK, optimisedK);
assertEquals(correctL, optimisedL);
}
public void testAutoEmbeddingTE() throws Exception {
System.out.println("Start AIS+TE autoembedding test.");
// Generate multivariate data (note that source time series has no memory)
RandomGenerator rg = new RandomGenerator();
double[][] source = rg.generateNormalData(5000, 2, 0, 1);
double[][] target = rg.generateNormalData(5000, 2, 0, 1);
for (int i=3; i < source.length; i++) {
target[i][0] = 0.2*source[i-2][0] + 0.2*source[i-1][0] +
0.2*target[i-2][0] + 0.2*target[i-1][0] + target[i][0];
target[i][1] = 0.2*source[i-2][1] + 0.2*source[i-1][1] +
0.2*target[i-2][1] + 0.2*target[i-1][1] + target[i][1];
}
int correctK = 2;
int correctL = 2;
// Instantiate calculator and set search bounds
TransferEntropyCalculatorMultiVariateKraskov teCalc =
new TransferEntropyCalculatorMultiVariateKraskov();
teCalc.setProperty("k", "4");
teCalc.setProperty(teCalc.PROP_K_SEARCH_MAX, "2");
teCalc.setProperty(teCalc.PROP_TAU_SEARCH_MAX, "1");
teCalc.setProperty(teCalc.PROP_AUTO_EMBED_METHOD, teCalc.AUTO_EMBED_METHOD_MAX_CORR_AIS_AND_TE);
teCalc.setDebug(true);
// Run optimisation
teCalc.initialise(2, 2);
teCalc.setObservations(source, target);
int optimisedK = Integer.parseInt(teCalc.getProperty(TransferEntropyCalculatorMultiVariate.K_PROP_NAME));
int optimisedL = Integer.parseInt(teCalc.getProperty(TransferEntropyCalculatorMultiVariateKraskov.L_PROP_NAME));
// Test that answer was correct
assertEquals(correctK, optimisedK);
assertEquals(correctL, optimisedL);
}
}