Adding various comments

Patched bug in TECalculatorMultiVariateSingleObservationsKernel whereby only k*destDimensions dimensions of destPast were being considered (this is a problem where one wants to surreptitiously condition on extra variables).

java/source/infodynamics/measures/continuous/kernel/KernelEstimatorTransferEntropyMultiVariate.java

@@ -96,7 +96,9 @@ public class KernelEstimatorTransferEntropyMultiVariate extends KernelEstimatorM
 		// epsilonInUse has been computed for the destination.
 		// TODO We could compute and set it directly here so
 		//  we don't have a mismatch between any of the vector
-		//  variables.
+		//  variables. Don't do this - it allows destPastVectors to hold
+		//  slightly different variables, e.g. in the case of
+		//  TEMultiVariateSingleObservationsKernel
 		
 		if (normalise) {
 			for (int d = 0; d < sourceDimensions; d++) {

java/source/infodynamics/measures/continuous/kernel/TransferEntropyCalculatorMultiVariateKernel.java

@@ -602,6 +602,8 @@ public class TransferEntropyCalculatorMultiVariateKernel
 	 * 
 	 * @param newOrderings first index is permutation number, i.e. newOrderings[i]
 	 * 		is an array of 1 permutation of 0..n-1, where there were n observations.
+	 * 		Note that n observations is generally less than the time series length
+	 * 		if the TE was estimated from a single time series.
 	 * @return
 	 * @throws Exception
 	 */
@@ -615,6 +617,15 @@ public class TransferEntropyCalculatorMultiVariateKernel
 		// Space for the source observations:
 		double[][] oldSourceValues = sourceVectors;
 		
+		// Check that the largest value in the newOrderings is within range:
+		int maxNewIndex = MatrixUtils.max(newOrderings);
+		if (maxNewIndex >= sourceVectors.length) {
+			throw new Exception("Cannot prescribe a new ordering index of " + maxNewIndex +
+					" since this is outside the range 0..n-1, where n=" +
+					sourceVectors.length + " is the number of observations that " +
+					"have been supplied to the calculator.");
+		}
+		
 		int countWhereTeIsMoreSignificantThanOriginal = 0;
 		EmpiricalMeasurementDistribution measDistribution = new EmpiricalMeasurementDistribution(numPermutationsToCheck);
 		for (int p = 0; p < numPermutationsToCheck; p++) {

java/source/infodynamics/measures/continuous/kernel/TransferEntropyCalculatorMultiVariateSingleObservationsKernel.java

@@ -85,7 +85,15 @@ public class TransferEntropyCalculatorMultiVariateSingleObservationsKernel
 		//  dimensions if we're not careful)
 		addedMoreThanOneObservationSet = false;
 		k = 1;
-		initialise();
+		// Mimic super.initialise() (it would use k * destDimenions in the kernel estimator
+		//  for destPast instead of destPastDimensions if we're not careful)
+		teKernelEstimator.initialise(destPastDimensions,
+				sourceDimensions, epsilon, epsilon);
+		nextStateKernelEstimator.initialise(destDimensions, epsilon);
+		destPastVectors = null;
+		destNextVectors = null;
+		sourceVectors = null;
+		localProbNextCondPast = null;
 	}
 
 	/**

java/source/infodynamics/measures/continuous/kraskov/MutualInfoCalculatorMultiVariateKraskov.java

@@ -58,6 +58,19 @@ public abstract class MutualInfoCalculatorMultiVariateKraskov implements
 		// No need to keep the dimenions here
 	}
 
+	/**
+	 * Sets properties for the calculator.
+	 * Valid properties include:
+	 * <ul>
+	 *  <li>{@link #PROP_K} - number of neighbouring points in joint kernel space</li>
+	 * 	<li>{@link #PROP_NORM_TYPE}</li>
+	 *  <li>{@link #PROP_NORMALISE}</li>
+	 *  <li>{@link MutualInfoCalculatorMultiVariate#PROP_TIME_DIFF}</li>
+	 * </ul>
+	 * 
+	 * @param propertyName
+	 * @param propertyValue
+	 */
 	public void setProperty(String propertyName, String propertyValue) {
 		if (propertyName.equalsIgnoreCase(PROP_K)) {
 			k = Integer.parseInt(propertyValue);

java/source/infodynamics/measures/continuous/kraskov/TransferEntropyCalculatorKraskovByMulti.java

@@ -149,12 +149,12 @@ public class TransferEntropyCalculatorKraskovByMulti
 	 * Sets properties for the calculator.
 	 * Valid properties include:
 	 * <ul>
-	 *  <li>K_PROP_NAME</li>
-	 * 	<li>PROP_KRASKOV_ALG_NUM</li>
-	 * 	<li>Any valid properties for MutualInfoCalculatorMultiVariateKraskov.setProperty except
-	 * 			for MutualInfoCalculatorMultiVariate.PROP_TIME_DIFF</li>
+	 *  <li>{@link TransferEntropyCalculator#K_PROP_NAME} - history length</li>
+	 * 	<li>{@link #PROP_KRASKOV_ALG_NUM}</li>
+	 * 	<li>Any valid properties for {@link MutualInfoCalculatorMultiVariateKraskov#setProperty(String, String)} except
+	 * 			for {@link MutualInfoCalculatorMultiVariate#PROP_TIME_DIFF}</li>
 	 * </ul>
-	 * One should set MutualInfoCalculatorMultiVariateKraskov.PROP_K here, the number
+	 * One should set {@link MutualInfoCalculatorMultiVariateKraskov#PROP_K} here, the number
 	 *  of neighbouring points one should count up to in determining the joint kernel size. 
 	 * 
 	 * @param propertyName