mirror of https://github.com/jlizier/jidt
Renamed lineargaussian package to gaussian (i got confused when i called it linear in the first place - this only is meaningful when we're working out the covariance matrix from the network structure, which isn't done here).
Part 2 - adding new files with package name change for Entropy
This commit is contained in:
parent
c0e98dd190
commit
05b3266037
|
|
@ -1,4 +1,4 @@
|
|||
package infodynamics.measures.continuous.lineargaussian;
|
||||
package infodynamics.measures.continuous.gaussian;
|
||||
|
||||
import infodynamics.measures.continuous.EntropyCalculator;
|
||||
import infodynamics.utils.MatrixUtils;
|
||||
|
|
@ -19,10 +19,12 @@ import infodynamics.utils.MatrixUtils;
|
|||
* </ol>
|
||||
* </p>
|
||||
*
|
||||
* @see Differential entropy for Gaussian random variables defined at
|
||||
* {@link http://mathworld.wolfram.com/DifferentialEntropy.html}
|
||||
* @author Joseph Lizier joseph.lizier_at_gmail.com
|
||||
*
|
||||
*/
|
||||
public class EntropyCalculatorLinearGaussian implements EntropyCalculator {
|
||||
public class EntropyCalculatorGaussian implements EntropyCalculator {
|
||||
|
||||
/**
|
||||
* Variance of the most recently supplied observations
|
||||
|
|
@ -34,14 +36,14 @@ public class EntropyCalculatorLinearGaussian implements EntropyCalculator {
|
|||
/**
|
||||
* Constructor
|
||||
*/
|
||||
public EntropyCalculatorLinearGaussian() {
|
||||
public EntropyCalculatorGaussian() {
|
||||
// Nothing to do
|
||||
}
|
||||
|
||||
/**
|
||||
* Initialise the calculator ready for reuse
|
||||
*/
|
||||
public void initialise() throws Exception {
|
||||
public void initialise() {
|
||||
// Nothing to do
|
||||
}
|
||||
|
||||
|
|
@ -66,16 +68,18 @@ public class EntropyCalculatorLinearGaussian implements EntropyCalculator {
|
|||
}
|
||||
|
||||
/**
|
||||
* The entropy for a Gaussian-distribution random variable with
|
||||
* variance \sigma is \log_e{2*pi*e*\sigma}.
|
||||
* Here we compute the entropy assuming that the recorded estimation of the
|
||||
* variance is correct (i.e. we will not make a bias correction for limited
|
||||
* observations here).
|
||||
* <p>The entropy for a Gaussian-distribution random variable with
|
||||
* variance \sigma is 0.5*\log_e{2*pi*e*\sigma}.</p>
|
||||
*
|
||||
* @return the entropy of the previously provided observations
|
||||
* <p>Here we compute the entropy assuming that the recorded estimation of the
|
||||
* variance is correct (i.e. we will not make a bias correction for limited
|
||||
* observations here).</p>
|
||||
*
|
||||
* @return the entropy of the previously provided observations or from the supplied
|
||||
* covariance matrix. Entropy returned in nats, not bits!
|
||||
*/
|
||||
public double computeAverageLocalOfObservations() {
|
||||
return Math.log(2.0*Math.PI*Math.E*variance);
|
||||
return 0.5 * Math.log(2.0*Math.PI*Math.E*variance);
|
||||
}
|
||||
|
||||
public void setDebug(boolean debug) {
|
||||
Loading…
Reference in New Issue