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Implementing Analytic null distributions for discrete conditional TE estimator

This commit is contained in:
Joseph Lizier 2021-11-02 23:11:45 +11:00
parent a65db51b78
commit 7d7291fb9d
1 changed files with 22 additions and 3 deletions
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25
java/source/infodynamics/measures/discrete/ConditionalTransferEntropyCalculatorDiscrete.java
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@ -21,6 +21,9 @@ package infodynamics.measures.discrete;
import infodynamics.utils.EmpiricalNullDistributionComputer; import infodynamics.utils.EmpiricalNullDistributionComputer;
import infodynamics.utils.MathsUtils; import infodynamics.utils.MathsUtils;
import infodynamics.utils.MatrixUtils; import infodynamics.utils.MatrixUtils;
import infodynamics.utils.AnalyticMeasurementDistribution;
import infodynamics.utils.AnalyticNullDistributionComputer;
import infodynamics.utils.ChiSquareMeasurementDistribution;
import infodynamics.utils.EmpiricalMeasurementDistribution; import infodynamics.utils.EmpiricalMeasurementDistribution;
import infodynamics.utils.RandomGenerator; import infodynamics.utils.RandomGenerator;
@ -80,8 +83,6 @@ import infodynamics.utils.RandomGenerator;
* TODO Add methods for passing in single time series. * TODO Add methods for passing in single time series.
* This is done for addObservations, but not other routines. * This is done for addObservations, but not other routines.
* *
* TODO Implement AnalyticNullDistributionComputer
*
* <p><b>References:</b><br/> * <p><b>References:</b><br/>
* <ul> * <ul>
* <li>T. Schreiber, <a href="http://dx.doi.org/10.1103/PhysRevLett.85.461"> * <li>T. Schreiber, <a href="http://dx.doi.org/10.1103/PhysRevLett.85.461">
@ -106,7 +107,7 @@ import infodynamics.utils.RandomGenerator;
*/ */
public class ConditionalTransferEntropyCalculatorDiscrete public class ConditionalTransferEntropyCalculatorDiscrete
extends ContextOfPastMeasureCalculatorDiscrete extends ContextOfPastMeasureCalculatorDiscrete
implements EmpiricalNullDistributionComputer { implements EmpiricalNullDistributionComputer, AnalyticNullDistributionComputer {
protected int base_others = 0; // base of the conditional variables protected int base_others = 0; // base of the conditional variables
protected int base_power_num_others = 0; protected int base_power_num_others = 0;
@ -123,6 +124,11 @@ public class ConditionalTransferEntropyCalculatorDiscrete
*/ */
protected int startObservationTime = 1; protected int startObservationTime = 1;
/**
* Tracks whether the measure has been computed since the last initialisation
*/
protected boolean estimateComputed = false;
/** /**
* User was formerly forced to create new instances through this factory method. * User was formerly forced to create new instances through this factory method.
* Retained for backwards compatibility. * Retained for backwards compatibility.
@ -264,6 +270,7 @@ public class ConditionalTransferEntropyCalculatorDiscrete
MatrixUtils.fill(destPastOthersCount, 0); MatrixUtils.fill(destPastOthersCount, 0);
MatrixUtils.fill(pastOthersCount, 0); MatrixUtils.fill(pastOthersCount, 0);
} }
estimateComputed = false;
} }
@Override @Override
@ -622,6 +629,7 @@ public class ConditionalTransferEntropyCalculatorDiscrete
average = te; average = te;
std = Math.sqrt(meanSqLocals - average * average); std = Math.sqrt(meanSqLocals - average * average);
estimateComputed = true;
return te; return te;
} }
@ -717,6 +725,17 @@ public class ConditionalTransferEntropyCalculatorDiscrete
return measDistribution; return measDistribution;
} }
@Override
public AnalyticMeasurementDistribution computeSignificance()
throws Exception {
if (!estimateComputed) {
computeAverageLocalOfObservations();
}
return new ChiSquareMeasurementDistribution(average,
observations,
(base - 1)*(base - 1)*(base_power_k*base_power_num_others));
}
/** /**
* Computes local conditional transfer entropy for the given * Computes local conditional transfer entropy for the given
* states, using pdfs built up from observations previously * states, using pdfs built up from observations previously