142fbb4541
Merge branch 'master' of github.com:jlizier/jidt
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Merging in Pedro's mixed Kraskov changes, plus further work on GPU for Kraskov MI
2017-11-24 15:30:20 +11:00
9e77ebdadf
Tweak to method to print out an array of ints
2017-11-22 20:49:05 +11:00
1bb67f0840
Adding neighbour search utilities in preparation for attempting fast surrogate generation (performing multiple neighbour searches at once where we can); in particular adding a countPointsWithinR with a remapping of the point's indices. Unit test added as well for this.
2017-11-22 20:48:30 +11:00
446ac4ae59
Merge branch 'master' into gpu
2017-11-21 14:58:15 +00:00
c5c38335ef
Merge pull request #58 from pmediano/master
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Major improvements to KSG mixed (continuous-discrete) MI calculator.
2017-11-22 00:23:10 +11:00
ecda70f8e9
Hard-setting dynCorrExclTime to 0 in KSG mixed calc.
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Previous implementation was incomplete due to a mismatch between the
sample indices in the full and marginal KdTrees. Some code has been left
to guide future development.
2017-11-20 14:47:00 +00:00
25df49fa5a
KSG mixed calc now allocates memory for locals only if requested.
2017-11-20 14:26:25 +00:00
8f169171e1
Fixed small bug in KSG mixed calc surrogates.
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Surrogate calculator was applying timeDiff twice, so surrogate
dataset had abs(timeDiff) less observations than it should.
2017-11-20 14:14:49 +00:00
d40024e1cd
Allow negative timeDiff in KSG mixed calc.
2017-11-20 14:02:00 +00:00
0e27dbcbc2
Fixed default value of dynamic exclusion window in Kernel MI calculator to be 0. Technically it is zero (because dynCorrExcl boolean is set to false, but gets reported as 100 because the integer value of dynCorrExclTime was not set to 0 itself)
2017-09-02 20:18:36 +10:00
ed71502bc2
Remove old cudaLibraryLoad code and unnecessary dependencies.
2017-08-31 16:22:12 +01:00
83e77e8b3a
Merge Joe's master into Pedro's master with KSG mixed changes.
2017-08-30 17:36:32 +01:00
9b7d7c70c8
Add unittests for noise level and Theiler window in KSG mixed calc.
2017-08-30 13:31:13 +01:00
f56ac6e69e
Fix bug with Theiler window in KSG mixed calc.
2017-08-30 13:30:30 +01:00
5961fb6246
Add Theiler window and jitter to KSG mixed calc.
2017-08-30 12:17:02 +01:00
9aea9c4a02
Added some tests for KSG mixed setProperty.
2017-08-30 09:14:56 +01:00
d36c803e41
Added utilities to convert between estimate values and p-values for an analytic null distribution in bulk (array calls)
2017-08-30 16:24:17 +10:00
626293b84d
More docs for KSG mixed calc.
2017-08-30 01:19:54 +01:00
e11218631e
Added myself as author of KSG mixed calculator.
2017-08-29 23:56:28 +01:00
49afa343fc
Removed old variables and functions from KSG mixed, added docs.
2017-08-29 23:55:10 +01:00
19f2c5abbc
Performance tweaks for TE Discrete, which should make a difference when the state space is large in comparison to the number of samples.
2017-08-28 00:36:24 +10:00
c59d932a44
Misc spacing/comment patches
2017-08-23 00:19:43 +10:00
b2e3ae1ca0
Added missing getProperty() method to Conditional TE calculator Kraskov
2017-08-23 00:19:09 +10:00
0e40ec2401
Initialising conditional TE calculator to have one conditional dimension by default instead of none. Also fixing the way the conditional parameters are printed via getProperty() when they are null.
2017-08-23 00:18:41 +10:00
4db008ce33
For Conditional MI calculators (sontinuous), adding setObservations and addObservations method signatures which take univariate arrays (only work if initialised dimensionalities are univariate) into the interface, and the common base class. This is in preparation for the CMI AutoAnalyser
2017-08-22 21:26:44 +10:00
4d6fc1a572
Updated Kozachenko-Leonenko multivariate Entropy calculator to implement EntropyCalculator interface, in preparation for Entropy AutoAnalyser
2017-08-21 14:56:20 +10:00
086bee5945
Making continuous MultiInfoCalculator classes implement the InfoMeasureCalculatorContinuous interface. For the interfaces, this means removing methods where duplicated. For implementing classes, this means adding the missing methods.
2017-08-18 23:42:43 +10:00
057f17e338
Making continuous PredictiveInfoCalculator classes implement the InfoMeasureCalculatorContinuous interface. For the interfaces, this means removing methods where duplicated. And fixed the common implementing class to have the missing getProperty method.
2017-08-18 23:11:37 +10:00
65c7cd99cc
Making continuous EntropyCalculator and EntropyCalculatorMultiVariate classes implement the InfoMeasureCalculatorContinuous interface. For the interfaces, this means removing methods where duplicated. Also added NUM_DIMENSIONS property to EntropyCalculatorMultiVariate interface, so that these calculators can have an initialise() method which takes no parameters. Fixed all implementing classes to have any methods that they were missing.
2017-08-18 20:18:29 +10:00
d6bd16546b
Added new interface InfoMeasureCalculatorContinuous to capture common methods for continuous calculators. Also adapted most continuous calculators to implement this, which involved in many cases removing duplicate definitions of these methods in the interfaces for these measures. For ConditionalMI calculator, this meant we needed to add an implementation of the zero-argument initialise() call also. Still need to do MultiInfo, PredictiveInfo and Entropy in future, as they're missing a few methods.
2017-08-18 16:54:55 +10:00
04351498aa
Changed my mind and pulled EmpiricalNullDistributionComputer in as being extended/implemented by ChannelCalculatorDiscrete. (This does make sense, since "extend" for an interface really means implements, it's not so much a child class). This necessitated removing the interface from explicitly being named in the definitions of the discrete MI and TE calculators since it's there implicitly.
2017-08-18 15:40:00 +10:00
3e64fd28bd
Altering various continuous calculators to implement the EmpiricalNullDistributionComputer interface (where they're already implementing computeSignificance() etc.). Also altered the EmpiricalNullDistributionComputer methods to throw Exceptions, since the continuous calculators generally do this (and doesn't harm the discrete ones). Also involved implementing the methods in ConditionalMIMultiVariateCommon by selecting to permute the first variable by default.
2017-08-18 15:31:27 +10:00
60105e6d10
ActiveInformationCalculatorDiscrete was stuck in the past and returning results computing with the log using the base of the alphabet size (everything else uses bits). I'm not sure how I missed this one. Fixed now.
2017-08-18 14:07:26 +10:00
d9e43d966a
Added implementation of EmpiricalNullDistributionComputer to various discrete calculators which implement computeSignificance() etc. Also involved removing the method from ChannelCalculatorDiscrete, as there's no way of having it (an interface) specify implementing an interface without extending it which I didn't think was completely logical. So ChannelCalculators can always be checked against implementing EmpiricalNullDistributionComputer if one wants to use computeSignificance with them. This also required adding the computeSignificance(int[][]) method to ConditionalTECalculatorDiscrete and TECalculatorDiscrete
2017-08-18 13:58:38 +10:00
d77a9f274e
Added interface ChannelCalculator for MutualInfoCalculatorMultiVariate; this should have always been there but not all calculators implemented the univariate methods. It previously only implemented ChannelCalculatorMultiVariate. Added those methods into MutualInfoMultiVariateCommon, which provides the base implementation for all required calculators, so all are now taken care of. This means MI and TE can both be fully used in one interface with the set/addObservations methods.
2017-08-18 13:54:10 +10:00
70740c9753
Added new interface EmpiricalNullDistributionComputer. Will separately alter discrete and continuous calculators to implement this class where they are implementing the required measures.
2017-08-18 13:49:09 +10:00
fa6307b4f2
Fixing javadoc reference in AnalyticNullDistributionComputer to correct class
2017-08-18 13:48:03 +10:00
bfe8156584
Add KDTrees to computeLocalUsingObservations in KSG mixed calc.
2017-08-16 19:28:24 +01:00
641d17ec24
Fix bug with normalisation in KSG mixed and change unittest accordingly.
2017-08-16 19:18:51 +01:00
faa98a8d79
Added more references and tests for KSG mixed calc.
2017-08-16 18:21:24 +01:00
7635cf8689
Added computeLocalOfPreviousObservations to KSG mixed.
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It follows the same pattern as the continuous MI: there is a
computeFromObservations method that returns either locals or average
based on a flag.
2017-08-16 14:52:54 +01:00
1065662739
Added more tests to KSG mixed locals.
2017-08-16 14:51:33 +01:00
2d42e6ebad
Removed unused function from KSG mixed.
2017-08-16 14:39:53 +01:00
23bb573bb1
Replace computeSignificance method in KSG mixed with new one based on clone().
2017-08-16 14:33:47 +01:00
8251bdc1cb
Removed unused variables from KSG mixed.
2017-08-16 13:35:03 +01:00
f55a7bd961
Add KdTrees to main compute() method in KSG mixed.
2017-08-16 13:31:18 +01:00
bad50ce663
KSG mixed now ignores batches of data shorter than timeDiff.
2017-08-16 13:27:05 +01:00
b5d2b7e367
KSG mixed now throws error if discrete data is out of range.
2017-08-16 13:25:44 +01:00
8d1d1ab0eb
Moarr tests for KSG mixed.
2017-08-16 10:24:00 +01:00
9b42911c60
Add KSG mixed unit test comparing against analytical value.
2017-08-16 01:01:31 +01:00
jlizier