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11 Commits

Author SHA1 Message Date
jlizier 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
joseph.lizier 687978103c Added auto-embedding with Ragwitz criteria to AIS Kraskov calculator, partially addressing Issue 38. Also adds getProperty() method to AIS calculators and MI calculators. 2015-06-04 03:48:55 +00:00
joseph.lizier 4e676a1122 Javadocs made release-ready in the continuous.kernel package. Also renamed any "epsilon" variables to "kernelWidth" in most classes. 2014-08-13 02:30:39 +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 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 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 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 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 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 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 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00