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12 Commits

Author SHA1 Message Date
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 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 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 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 cc58bb377f Added computeLocalUsingPreviousObservations(double[][], int[]) for MutualInfoCalculatorMultiVariateWithDiscreteKraskov 2012-07-17 02:33:05 +00:00
joseph.lizier 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00