Commit Graph

586 Commits

Author SHA1 Message Date
joseph.lizier 26c98df75c Correcting Conditional MI Calculator Kraskov algorithm 2 in line with Wibral et al.'s equation correcting how this should be done. 2014-08-12 05:24:54 +00:00
joseph.lizier a22c0d7629 Removing MultiInfoCalculatorWithMarginals since it's not used anywhere and may simply be confusing for users. 2014-08-12 01:57:38 +00:00
joseph.lizier 5432d902f1 Removing MutualInfoCalculatorMultiVariateWithMarginals since it's not used anywhere and may simply be confusing for users. 2014-08-11 06:06:44 +00:00
joseph.lizier 22883aa575 Interregional Transfer demo code: Correcting printing of parameter settings to happen only once 2014-08-07 02:15:14 +00:00
joseph.lizier 0ca9990833 Adding GPLv3 license statement to all code headers in the unit tests 2014-08-06 06:59:04 +00:00
joseph.lizier 4a3532b25b Adding GPLv3 license statement to all code headers in the infodymamics.measures.mixed, utils and networkinference packages. 2014-08-06 06:31:24 +00:00
joseph.lizier 6709163afd Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.kraskov, symbolic and discrete packages (continuing ...) 2014-08-06 05:43:16 +00:00
joseph.lizier 7803966168 Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.gaussian, kernel and kozachenko packages (continuing ...) 2014-08-06 05:37:59 +00:00
joseph.lizier 98d5373d62 Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous package (for starters) 2014-08-06 05:31:37 +00:00
joseph.lizier 6a1bacba42 Adding notices about derived works from the JAMA project to source files 2014-08-06 05:20:17 +00:00
joseph.lizier 90707379b1 Adding derived works from Apache Commons Math library in the JIDT source tree; using these from MathsUtils to compute chi^2 CDF. 2014-08-06 04:16:15 +00:00
joseph.lizier 6c0d2f4e99 Refactoring discrete conditional TE calculator to take source as first argument before destination (to match continuous calculators) 2014-08-06 00:32:54 +00:00
joseph.lizier 8df5d8c277 Refactoring unit tests for discrete TE calculator to take source as first argument before destination (to match continuous calculators) 2014-08-05 12:46:14 +00:00
joseph.lizier 8b0de7e9fa Refactoring discrete TE calculator to take source as first argument before destination (to match continuous calculators) 2014-08-05 12:44:05 +00:00
joseph.lizier 9d85a78cc2 Renaming Complete TE discrete calculator to Conditional -- step 2 of 2 the file name change 2014-08-05 06:54:31 +00:00
joseph.lizier a48da3dc42 Renaming Complete TE discrete calculator to Conditional -- step 1 of 2, just refactoring class names, file name change to come 2014-08-05 06:53:48 +00:00
joseph.lizier 96a9cefccf Renaming unit test for (Apparent) TE discrete calculator to remove "Apparent" -- step 2 of 2 to rename inside the class. 2014-08-05 05:03:35 +00:00
joseph.lizier b204651227 Renaming unit test for (Apparent) TE discrete calculator to remove "Apparent" 2014-08-05 05:02:51 +00:00
joseph.lizier 4e141d1398 Adding unit test for (Apparent) TE discrete calculator. Will rename it to remove Apparent shortly ... 2014-08-05 05:02:02 +00:00
joseph.lizier 76d4dc73a6 Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 2 of 2, renaming the actual file 2014-08-05 04:59:31 +00:00
joseph.lizier 7e27c0d4ed Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 1 of 2 2014-08-05 04:58:32 +00:00
joseph.lizier ab916e2253 Adding analytic null distribution computation to discrete TE calculator 2014-08-05 04:29:37 +00:00
joseph.lizier ccf70d9846 Updating Octave matrix conversion class with routines for taking bytes, and booleans as integers. 2014-08-05 04:16:30 +00:00
joseph.lizier 1c324121d0 Discrete TE calculator given capability for arbitrary source and destination embedding, plus method for indicating validity of the time series 2014-08-05 02:14:59 +00:00
joseph.lizier ba71d5443d Discrete MI and conditional MI calculators given analytic null distribution methods. MI calculator also given constructor with no lag parameter. Conditional MI calculator also given methods to specify the validity of the series. 2014-08-05 02:09:36 +00:00
joseph.lizier ab21895321 Correcting TE Kernel estimator's bias correction method to match Schreiber's approach to including contributions from other correlation sums when the full joint space has no neighbours. 2014-08-05 02:04:56 +00:00
joseph.lizier 7515b53a11 Adding MatrixUtils method for max entropy discretisation 2014-08-01 03:29:55 +00:00
joseph.lizier 71b5983e5b Added unit test for linear-Gaussian TE estimator against values produced from the Granger causality estimator of the ChaLearn Connectomics Challenge Sample Code. 2014-07-29 07:03:26 +00:00
joseph.lizier 01291c883a Added property to Kraskov MI for adding a random amount of noise to the data, to address situations with many identical values in the one variable (which causes problems with neighbourhood sizes) 2014-04-30 02:09:01 +00:00
joseph.lizier eef14a901b More info on error messages for wrong dimensions of data provided. 2014-04-30 01:30:22 +00:00
joseph.lizier e44f5b11ec OctaveMatrix class added, which modifies org.octave.Matrix (under GPLv3). 2014-04-29 01:33:31 +00:00
joseph.lizier b50384a302 Added methods for computeSignificance analytically (i.e. without bootstrapping) to the new Gaussian TE calculators (i.e. the Granger causality calculators), plus for directly assigning the joint covariance matrix for each calculator, and a debug method to access the computed determinants. 2014-04-23 02:07:29 +00:00
joseph.lizier b721dd79c0 Fixing compilation of moved unit test for mixed calculators package 2014-04-17 11:22:19 +00:00
joseph.lizier cce93f2d18 Moving (only) unit test for the mixed calculators package to reflect the package move 2014-04-17 11:21:12 +00:00
joseph.lizier 5a6fdb0ea7 Code edits to mixed calculators to fix compilation after moving them into the "mixed" package. Also needed to make some alternations to some of the continuous calculators to fix usage of protected members which are no longer accessible to the moved classes. 2014-04-17 11:10:58 +00:00
joseph.lizier 73ec340f44 Finalised moving mixed calculators into the new mixed directory. 2014-04-17 06:53:27 +00:00
joseph.lizier 91dbd9f772 Continuing to move mixed calculators into the new directory. Moving rest of interfaces from infodynamics.measures.continuous, as well as creating packages inside infodynamics.measures.mixed for the concrete implementations to come across. 2014-04-17 06:49:03 +00:00
joseph.lizier c253313724 Starting to move mixed calculators into the new directory. Testing first with Conditional MI one 2014-04-17 06:43:43 +00:00
joseph.lizier 926f22992e Added unit tests for conditional TE continuous calculators.
Added some more tests for TE Kraskov also.
2014-04-17 06:00:54 +00:00
joseph.lizier a63e104dc6 Removing the old MutualInfo "ByMulti" Kraskov multivariate MI implementations (they're just hanging around like garbage at the moment). Kept in my sandbox 2014-04-17 05:59:49 +00:00
joseph.lizier 83f7de5472 Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
Added associated embedding method to MatrixUtils, and fixed a lot of header comments here. Minor fixes to comments and which methods are specified (e.g. setProperties) for TransferEntropy and Entropy calculators.
2014-04-17 05:58:13 +00:00
joseph.lizier 7d95954c55 Patched bug in interface for old Kernel AIs calculator (now in unit tests) 2014-04-08 11:27:10 +00:00
joseph.lizier 9cad2737af Added unit tests for TransferEntropyCalculatorMultiVariateViaCondMutualInfo and derived classes for Kraskov and Gaussian estimators. 2014-04-08 11:21:40 +00:00
joseph.lizier 7a40b433b7 Added TransferEntropyCalculatorMultiVariateViaCondMutualInfo to facilitate estimation of multivariate TE by an underlying conditional mutual information calculator. Added linear-Gaussian TE estimator using this. Switched Kraskov multivariate TE estimator from a two MI estimator to use an underlying conditional mutual information calculator; removed old Kraskov "ByMulti" classes now. Removed some initialisation routines for TransferEntropyCalculatorViaCondMutualInfo so they tie in ok. 2014-04-08 10:41:49 +00:00
joseph.lizier b81ccccee1 Added unit tests for TransferEntropyCalculatorViaCondMutualInfo implementations: Gaussian simply tests the computeStartAndEndTimePairs; Kraskov tests against TRENTOOL. 2014-04-07 05:33:30 +00:00
joseph.lizier fd9bf116f9 Added TransferEntropyCalculatorViaCondMutualInfo to allow calculation of TE via any implementation of a conditional MI calculator. Added concrete implementations using this for Gaussian estimators (Gaussian TE estimator is equivalent to Granger causality). Replaced existing Kraskov TE calculator (which used two MI calculators) with one which uses one conditional MI estimator via this new method. Also patched TransferEntropyCommon.computeStartAndEndTimePairs 2014-04-07 05:31:52 +00:00
joseph.lizier c5402e8c48 Added ActiveInfoStorageCalculatorViaMutualInfo to allow calculation of AIS via any implementation of an MI calculator. (Forgot to add this before -- its child classes are already committed). 2014-04-04 06:02:04 +00:00
joseph.lizier 1827ec23c2 Fixed lack of initialisation of MI calculators in Kraskov MI unit tests 2014-03-26 05:09:20 +00:00
joseph.lizier 12fc61d396 Moved Kraskov mutual info calculator multivariate to inherit from the common MI multivariate class, so as to share code for adding observations, statistical tests, etc. Passed unit testing. 2014-03-26 05:08:46 +00:00
joseph.lizier 06d0ddf07d Added functions to discrete Entropy calculators for single dimensional arrays, plus local values of MI for single supplied values and statistical signficance testing for Active info storage. 2014-03-26 04:08:44 +00:00
joseph.lizier 3e017d1be4 Added unit tests for Rearchitecting Active Info Storage calculators to use a common parent class for data collection. Mainly includes testing kernel AIS calculator against the older direct implementation of this (which is now moved into the unit test area only) 2014-03-26 04:07:13 +00:00
joseph.lizier 2571c3ae9e Rearchitected Active Info Storage calculators to use a common parent class for data collection, and underlying mutual information classes for the implementation specifics. Includes adding Kraskov and Gaussian Active Info Storage calculators, and implementing embedding delay for the past history. 2014-03-26 04:05:20 +00:00
joseph.lizier c949339574 Allowing comment lines starting with % character in ArrayFileReader 2014-01-31 11:32:20 +00:00
joseph.lizier 2b8ab0e939 Adding error check to constructor of discrete MI calculator;
and making method of generating random permutations more efficient (using native library).
2013-10-22 04:08:21 +00:00
joseph.lizier 5d0934bd85 Updating unit tests to reflect changes to discrete MI calculator and method of generating random permutations. 2013-10-22 04:06:58 +00:00
joseph.lizier 6fe22e39cb Added unit tests for new method generateRandomPerturbations(int, int) in RandomGenerator, and for sortIndices(double[]) method to MatrixUtils 2013-10-18 00:45:46 +00:00
joseph.lizier b4645584fe Added new method generateRandomPerturbations(int, int) to RandomGenerator, and switched all computeSignificance methods to use this (since there's no need for checking for distinct perturbations really, and this is much faster). Required adding sortIndices(double[]) method to MatrixUtils 2013-10-18 00:42:12 +00:00
joseph.lizier 1d5ae4a176 Added unit test for bug fix to computeSignificance() of ConditionalMutualInformationCalculator, simply to make sure it doesn't throw an exception 2013-10-17 13:20:42 +00:00
joseph.lizier c7b42e38ae Bug fix to computeSignificance() of ConditionalMutualInformationCalculator 2013-10-17 13:19:58 +00:00
joseph.lizier 8991b4176c Minor changes to method header comments 2013-09-10 22:50:30 +00:00
joseph.lizier 9c03691c09 Predictive information calculator unit tests added 2013-08-13 04:33:45 +00:00
joseph.lizier 7f48066b57 Predictive information calculator implementation made from active information storage 2013-08-13 04:33:18 +00:00
joseph.lizier 1c0e9098cc Extra unit test for Issue 16 2013-07-06 18:36:03 +00:00
joseph.lizier 68b0233e28 Extended fix to handle zero-covariance conditionals for handling linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian - this contributes to resolution (closed) for Issue 16 2013-07-06 18:24:13 +00:00
joseph.lizier ce1a3b4b31 Extended fix to local cond MI values for handling linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian - this resolves Issue 16 2013-07-06 13:54:02 +00:00
joseph.lizier 0907ed495e Handle linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian. Still need to extend this to the local conditional MI values 2013-07-06 11:11:56 +00:00
joseph.lizier 524b277b54 Adding minor utility functions 2013-06-18 07:31:18 +00:00
joseph.lizier 75c36dc13a Adding common parent implementation of Conditional MI calculator from continuous to discrete variable, plus a linear-Gaussian implementation of it 2013-03-18 06:08:12 +00:00
joseph.lizier b17ba9b05c Minor alterations to utilities, including adding exceptions and adding to-do notes. 2013-03-18 05:55:43 +00:00
joseph.lizier a00b24019c Making linear-Gaussian implementation of Conditional MI calculator not normalise the data by default (after having made it a child class of the common conditional MI implementation, this had been switched on by default) 2013-03-18 05:52:36 +00:00
joseph.lizier ddf4aaecc5 Reconditioned Conditional MI with Discrete calculator Kraskov as a child class of Conditional MI with Discrete calculator Common 2013-03-18 05:49:00 +00:00
joseph.lizier 4bd22a0984 Reconditioned Conditional MI calculator Kraskov as a child class of Conditional MI calculator Common 2013-03-11 12:55:29 +00:00
joseph.lizier bc218e291c Added new unit test for Kraskov MI calculator against MILCA for large 10000 data points of dimension 5 in each x and y; added unit tests for digamma 2013-03-07 12:50:03 +00:00
joseph.lizier 16cc8e3db2 Patched digamma function for large k; added extra debug prints to Kraskov MI calculator 2 2013-03-07 12:46:52 +00:00
joseph.lizier cb2e0a2588 New unit tests for covariance calculation (inside conditional MI linear Gaussian), making analytic linear Gaussian signficance tests take the number of observations into account 2013-03-04 06:11:43 +00:00
joseph.lizier cd67da53a4 Patching linear Gaussian estimators to give empirical statistical significance given a certain number of observations.
Changed implementation of our conditional MI calculators Kraskov via algorithm 2 to my current interpretation of how this should be done.

Added a utility for lagged covariance in MatrixUtils
2013-03-04 06:08:38 +00:00
joseph.lizier 64f6986d45 Added single array addObservations routines for Complete TE calculator discrete. Removed duplicate copyIntoMatrix method from MatrixUtils (duplicated arrayCopy) 2013-01-23 00:45:01 +00:00
joseph.lizier 4671b15d61 Added more unit tests for Kraskov conditional MI against TRENTOOL (here for multivariate data, run with TRENTOOL as univariate TE but with history lengths k=2, l=2) 2013-01-22 03:37:42 +00:00
joseph.lizier afe224ab11 Added MatrixUtils.copyIntoMatrix utility function to copy part of one 2D matrix into another 2013-01-22 03:36:11 +00:00
joseph.lizier 111055fc81 Added unit tests for Kraskov Conditional MI against TEs computed by Wibral et al.'s TRENTOOL 2013-01-16 11:54:13 +00:00
joseph.lizier 9d36e5d9a6 Bug fix to debug prints in Kraskov Conditional MI calculators 2013-01-15 01:29:57 +00:00
joseph.lizier 6761de7e02 Added debug prints to Kraskov Conditional MI calculators 2013-01-15 01:14:13 +00:00
joseph.lizier 40e7d4b211 Added common unit tests for conditional MI calculators, and added implementations of the tests for Kraskov and Gaussian conditional MI calculators 2013-01-14 12:57:01 +00:00
joseph.lizier f466012556 Made Kraskov Conditional MI calculator implement the common Conditional MI interface 2013-01-14 12:51:34 +00:00
joseph.lizier 9b9abda733 Bug fix of computation of epsilon (box width) on conditional variable in Kraskov conditional MI calculator 2 2013-01-14 11:13:58 +00:00
joseph.lizier 3167944875 Adding interface for conditional mutual information (continuous) calculator, common methods for it, and implementation for Gaussian variables. 2013-01-12 13:43:43 +00:00
joseph.lizier 74ba272f41 Added unit test for covariance 2013-01-08 05:38:22 +00:00
joseph.lizier 030a172d82 Patched covariance calculation, added utils, patched analytic computation of distribution of MI with linear Gaussians, altered comments 2013-01-08 05:37:48 +00:00
joseph.lizier 8fe32003ab Adding more unit testing on Kraskov MI, including for dependent data sets 2012-12-20 13:23:52 +00:00
joseph.lizier b0bc89dcb1 Made the unit tests for Kraskov MI more streamlined; added unit test for multivariate MI 2012-12-20 10:40:42 +00:00
joseph.lizier 617880f9f5 Making Kraskov MI and higher order calculators use MAX_NORM in the marginal spaces by default (previously this had to be supplied via a property - it was the standard choice made, but was not the default). This aligns with the default specified in the Kraskov paper. 2012-12-20 10:38:03 +00:00
joseph.lizier 90c0f5a105 Renaming abstract unit test classes inside java files (missed these in previous commit) 2012-12-18 10:57:44 +00:00
joseph.lizier 74ebf27fa0 Renaming abstract unit test classes inside java files 2012-12-18 10:53:03 +00:00
joseph.lizier 653b511c24 Renaming abstract unit test classes as first step to avoid ant file running them (next commit will update names inside java files) 2012-12-18 10:51:30 +00:00
joseph.lizier 23f7f84eaa Added common functionality for unit testing multivariate MI calculators into an abstract class.
Added basic tester for Kraskov multivariate MI, including verifying against Kraskov MILCA tool
2012-12-18 10:34:41 +00:00
joseph.lizier a6e09c7fc4 Pulled some common functionality for testing multivariate TE calculators into an abstract class.
Added basic tester for Kraskov multivariate TE
2012-12-13 14:50:33 +00:00
joseph.lizier e789acd4dc 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).
2012-12-13 14:42:40 +00:00
joseph.lizier b64b0c091d Adding unit tester for TECalculatorMultiVariateKernel 2012-12-13 12:27:42 +00:00
joseph.lizier faad3c82b2 Patched nats -> bits error as per Issue 12.
Fixed comments in MI calculator header.

Added log2 static value for TECommon to make code faster.
2012-12-13 09:13:44 +00:00
joseph.lizier 29f183e91d Altered RandomGenerator.generateDistinctRandomInts() to return int[] instead of double[].
Added comments in CompleteTransferEntropyCalculator to clarify the meaning of offsets from other sources.
Added comments regarding entropy calculator
2012-12-03 05:04:00 +00:00
joseph.lizier 971c0f1760 Uploaded ConditionalMutualInformationCalculator after fixing the computeSignificance function. (untested so far however)
Patched bad unicode character in comments for EntropyCalculatorMultivariateKozachenko
2012-10-30 06:14:44 +00:00
joseph.lizier 731c17def1 Edited comments on MatrixUtils to talk about java-octave 2D matrix conversion issues 2012-10-25 14:08:27 +00:00
joseph.lizier 0332149b03 Addressing minor compile warning 2012-10-25 01:30:47 +00:00
joseph.lizier 839da1c81f Refactored KernelEstimatorSingleVariate to be called UniVariate 2012-10-25 01:25:10 +00:00
joseph.lizier 997fe0fbef Added AnalyticNullDistributionComputer and refactored the reference to it in MutualInfoCalculatorMultivariateGaussian 2012-10-25 01:14:55 +00:00
joseph.lizier 6e6a21f54b Added utility to convert a 1D matrix to a 2D container in MatrixUtils.
Comment changes to other classes.
2012-10-25 00:47:59 +00:00
joseph.lizier aa991901f6 Adding 3x XOR test case for MI discrete 2012-09-05 06:37:13 +00:00
joseph.lizier 65c7ac49a6 Adding folder for testing discrete calculators;
First version of unit tests for MI discrete
2012-09-05 06:24:47 +00:00
joseph.lizier cda8689afb Made sure all discrete calculators use log_2 to make answers in bits (some were still using log of base).
Merged usual and debug methods for computing average MI in discrete calculator

Added setDebug to super InfoMeasureCalculator

Cleaned up header of InfoMeasureCalculator

Adding TODO comments for Kraskov calculators

Bug fix on MutualInfoCalculatorMultiVariateWithDiscreteKraskov - we weren't normalising incoming observations for computing local MI properly, this is fixed now.
2012-09-05 06:23:48 +00:00
joseph.lizier d9b6393a06 Bug fix (time index on locals) for Kraskov to discrete
Adding interpretation of functionality to header of Gaussian to discrete (that it says how much knowing the discrete variable reduces the variance of the continuous, without taking redundancy into account)
2012-08-17 09:40:36 +00:00
joseph.lizier 4a19b41a76 Adding tests for determinant via Cholesky decomposition, and more tests for MI by Gaussian method 2012-08-17 07:30:08 +00:00
joseph.lizier 07ce2d0e24 Added determinant computation via Cholesky decomposition for symmetric matrices (more efficient)
Utilising determinant computation via Cholesky decomposition in Gaussian entropy and MI calculators

Allowed ChannelCalculatorCommon.finaliseObservations() to throw Exceptions so that child classes can do so (in particular Gaussian MI needs to do so if it finds the variables are linearly dependent)
2012-08-17 07:28:50 +00:00
joseph.lizier e79dc34efb Added unit tests for MICalculatorMultiVariateWithDiscreteGaussian 2012-08-16 06:10:19 +00:00
joseph.lizier af37fdf621 Added MatrixUtilsText (pulled some tests out of MathsUtilsTest which should have been here)
Added more tests for MI MultiVariate Gaussain
2012-08-16 05:42:49 +00:00
joseph.lizier b978034f18 Added implementation for local entropy in EntropyCalculatorMultiVariateGaussian + bug fixes
Added MutualInfoCalculatorMultiVariateWithDiscreteGaussian

Added many javadoc comments
2012-08-16 05:40:29 +00:00
joseph.lizier 8129dbee7b Updating javadoc comments in the code, a. to make them more explicit regarding the transfer entropy calculators, and specifically b. to show that addObservations does not append observation time series. 2012-08-08 05:33:13 +00:00
joseph.lizier 12e6f12147 Altered interal names of kernel width variables to be kernel width, instead of epsilon. This is more intuitive for users. 2012-08-07 07:49:23 +00:00
joseph.lizier 7159ecd4cc Adding unit tests for MI Kernel and Gaussian calculators, to check that their average calculations do not change across calls to compute the statistical significance (where we clone the calculator to handle the surrogates). 2012-08-07 07:34:24 +00:00
joseph.lizier c828445784 Pulled common functionality for MutualInfoMultiVariate Kernel and Gaussian into MutualInfoMultiVariateCommon (primarily adding multiple observations and computing statistical significance).
MutualInfoMultiVariateKernel now computes statistical significance based on shuffling the first variable (the source) in line with the description in ChannelCalculator.
This adds ability to add multiple observations for a MutualInfoMultiVariateKernel calculator also.
2012-08-07 07:32:52 +00:00
joseph.lizier 4b3c84cd22 Added test for Cholesky decomposition, inversion of symmetric positive-definite matrices, and normal PDF/CDF 2012-08-06 07:45:50 +00:00
joseph.lizier d19045014a Adding extra matrix utility functions to allow multivariate normal PDF to be calculated (including Cholesky decomposition, inversion of symmetric matrices), extra matrix multiplcation routines, etc.
Added routines in MathsUtils for uni- and multi-variate normal PDF and CDF (univariate only).

Implemented local MI for Gaussian MI. Pulled many routines into the MutualInfoMultiVariateCommon
2012-08-06 07:44:23 +00:00
joseph.lizier 364ebfeff7 Changing name of unit test for Gaussian Entropy calculator internally to file (step 2/2) 2012-08-01 12:18:31 +00:00
joseph.lizier 7bdac9542d Changing name of unit test for Gaussian Entropy calculator 2012-08-01 12:15:16 +00:00
joseph.lizier eee753bc0b Adding unit tests for Chi Square distribution in MathsUtils and for Entropy Calculator Gaussian 2012-08-01 12:14:24 +00:00
joseph.lizier 6235fcbcf5 Adding analytic Chi Square measurement distribution 2012-08-01 12:12:58 +00:00
joseph.lizier 6bd3cb1661 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 - removing old directory, adding EntropyCalculatorMultivariate and MI calculator
2012-08-01 12:11:45 +00:00
joseph.lizier 05b3266037 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
2012-08-01 07:43:03 +00:00
joseph.lizier c0e98dd190 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 1 - removing old files and creating new directory 2012-08-01 07:35:59 +00:00
joseph.lizier 9a86ee8152 Added classes for joint entropy and multivariate mutual information calculation with gaussian assumption.
Restructured MeasurementDistribution to have child classes EmpiricalMeasurementDistribution and AnalyticMeasurementDistribution - this resulted in many classes being altered.

Added ChiSquare distribution methods to MathsUtils.

Added more covariance methods to MatrixUtils.
2012-08-01 07:26:18 +00:00
joseph.lizier 6af2a5b0a1 Added more covariance methods to MatrixUtils.
Changed method signatures for initialisers for multivariate channel calculator (transfer entropy and mutual information) classes to have source dimensions before destination dimensions, in line with the addObservations (etc.) methods.
2012-07-23 07:29:52 +00:00
joseph.lizier 680724dfd3 Forgot 0.5 factor in entropy for Gaussians 2012-07-20 12:35:49 +00:00
joseph.lizier 4bb762c119 Added implementation of differential entropy for Gaussian variables. 2012-07-20 12:33:23 +00:00
joseph.lizier 054044ccf6 Added doubleToIntArray() methods to allow Octave users to convert native double arrays to int arrays when required. 2012-07-18 05:22:12 +00:00
joseph.lizier cc58bb377f Added computeLocalUsingPreviousObservations(double[][], int[]) for MutualInfoCalculatorMultiVariateWithDiscreteKraskov 2012-07-17 02:33:05 +00:00
joseph.lizier ae5fda1807 Cleaned up comments around use of factory method (now not required) for constructing discrete calculators 2012-06-13 06:55:05 +00:00
joseph.lizier 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00