joseph.lizier
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dbd1dcdd54
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Fixing the bias correction on our experimental discrete-continuous KSG calculators
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2015-07-19 17:19:59 +00:00 |
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joseph.lizier
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f6c8d26bf8
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Minor fixes to default values of TE calculator properties, and adding error messages for array file reading
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2015-07-09 14:38:23 +00:00 |
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joseph.lizier
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e727233bc0
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Updating unit tests for small noise being default now in KSG calculators. (The update sets noise level to 0 wherever we are checking repeated calculations, or comparing to results from other toolkits). Verifies Issue 42 fix
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2015-06-16 12:30:19 +00:00 |
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joseph.lizier
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bb587fa345
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Also allowing the KSG calculators noise property to be set to "false" to indicate 0 noise.
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2015-06-16 12:27:56 +00:00 |
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joseph.lizier
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c4fc334c3a
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Adds a small (1e-8) amount of noise to all data for the Kraskov calculations by default. Fixes Issue 42.
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2015-06-16 12:01:41 +00:00 |
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joseph.lizier
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a028fe4a4e
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Adding getProperty method to debug class so it compiles
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2015-06-05 14:42:06 +00:00 |
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joseph.lizier
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b45ada1d94
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Added unit tests for Kraskov TE auto embedding via Ragwitz criteria -- verifies Issue 38. Also adds further tests for AIS auto embedding.
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2015-06-05 06:51:23 +00:00 |
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joseph.lizier
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90fd9fbe89
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Adding auto embedding via Ragwitz criteria for Kraskov Transfer Entropy calculator. This fixes Issue 38.
Also patched AIS calculator to handle observations supplied with validity indicator when auto embedding is undertaken.
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2015-06-05 06:50:03 +00:00 |
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joseph.lizier
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8393429e26
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Adding unit tests for AIS Kraskov for auto-embedding as part of partial fix for Issue 38
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2015-06-04 13:59:31 +00:00 |
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joseph.lizier
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62228651bc
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Adding getProperty() method to all conditional MI calculators and TE calculators (except for multivariate versions at this stage), in readiness for automated embedding being added to TE Kraskov to partially fix Issue 38
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2015-06-04 04:27:23 +00:00 |
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joseph.lizier
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687978103c
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Added auto-embedding with Ragwitz criteria to AIS Kraskov calculator, partially addressing Issue 38. Also adds getProperty() method to AIS calculators and MI calculators.
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2015-06-04 03:48:55 +00:00 |
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joseph.lizier
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b4b94b1940
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For Interregional Transfer demo, adding option for data files to be specified on command line
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2015-05-28 02:43:34 +00:00 |
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joseph.lizier
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f0cbb61197
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Fixing Javadoc commentsin MI calculators
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2015-02-05 23:39:22 +00:00 |
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joseph.lizier
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79db42274c
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Added methods for computing MI/TE etc in Multivariate calculators on only univariate time series (double[]) when the calculators have been initialised for dimension 1 in source and destination
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2015-01-23 03:11:35 +00:00 |
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joseph.lizier
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a6f0e2d2ed
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Added new unit test for KdTree to check validity of counting neighbours when one variable has been pre-checked, and different radii are used for each variable. Verifies issue 39.
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2015-01-21 12:28:19 +00:00 |
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joseph.lizier
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21d1e68ba7
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Bug fix for Kraskov conditional MI algorithm 2 -- kdTrees for var1 and conditional, as well as var2 and conditional, were only being passed the radii for var1 (or var2) but not the radius of the conditional as well. This doesn't seem problematic at face value, however in traversing the tree the wrong radius was being used at levels corresponding to the conditional(s) in checking those nodes and determining whether their children needed to be traversed as well. Patched by implementing a new method in KdTree to take all radii in the situation where one variable has already been checked. Fixes issue 39.
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2015-01-21 12:23:09 +00:00 |
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joseph.lizier
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33ea4f6136
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Unit tests for Dynamic correlation exclusion, or Theiler window, in all Kraskov estimators, plus direct validation against values from using Theiler window in TRENTOOL. Validates issue 35
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2014-11-25 12:34:49 +00:00 |
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joseph.lizier
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733da8265d
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Dynamic correlation exclusion, or Theiler window, added to all Kraskov estimators, i.e. Mutual Info, Conditional MI, Multi-info, and thereby the derived classes including transfer entropy. Fixes issue 35
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2014-11-25 12:31:44 +00:00 |
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joseph.lizier
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ab1d0e0c94
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Minor debug print change to unit test
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2014-11-14 10:30:46 +00:00 |
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joseph.lizier
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82ff884b99
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Explicitly setting return array values in Kraskov conditional MI calculator algorithm 2.
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2014-11-14 10:27:48 +00:00 |
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joseph.lizier
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24a0566fd4
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Patching bug in digamma function which is susceptible to race condition in multi-threaded applications. Also explicitly setting return array values in Kraskov calculators.
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2014-11-14 10:24:53 +00:00 |
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joseph.lizier
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7ee34fd8a1
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Minor new debug prints in unit tests
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2014-11-04 00:57:55 +00:00 |
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joseph.lizier
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ba537e948a
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Enhancements to fast nearest neighbour searching for conditional mutual information; utilises points found matching the conditional search criteria in the joint conditional with var1 and var 2 searches.
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2014-11-04 00:57:26 +00:00 |
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joseph.lizier
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12faf78200
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New unit tests for new methods in nearest neighbour search classes to return collections of points within ranges via arrays, and to use additional criteria in searching or take arguments for one variable that has already been tested.
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2014-11-03 04:58:14 +00:00 |
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joseph.lizier
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57fafd1551
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Adding more methods to nearest neighbour search classes to return collections of points within ranges via arrays, and to use additional criteria in searching or take arguments for one variable that has already been tested. Utilising these new searches within Conditional MI Kraskov estimator algorithm 1
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2014-11-03 04:57:24 +00:00 |
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joseph.lizier
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758d9dc0c9
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Unit test for inlining norms in Nearest Neighbour search classes, and adding methods to return Collections of points within ranges
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2014-10-31 12:04:12 +00:00 |
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joseph.lizier
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32c062f880
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Inlining norms in Nearest Neighbour search classes, and adding methods to return Collections of points within ranges
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2014-10-31 12:02:54 +00:00 |
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joseph.lizier
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390e1cc6be
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Adding more debug prints to TE unit test
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2014-10-30 04:40:13 +00:00 |
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joseph.lizier
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769bf1a15d
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Unit tests for Kraskov predictive information calculator. Also defines an abstract PI tester.
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2014-10-30 04:27:46 +00:00 |
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joseph.lizier
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9aa0e9ca0e
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Unit tests for Kraskov multi-info calculators using fast neighbour search and common multi-info class. Additional mutual info unit test added also on larger data set, and unit tests for the UnivariateNearestNeighbourSearcher.
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2014-10-30 04:24:42 +00:00 |
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joseph.lizier
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2a56301b75
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Kraskov multi-info calculators use fast neighbour search and common multi-info class.
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2014-10-30 04:21:12 +00:00 |
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joseph.lizier
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ed6150c6a3
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Additional operations added to multi-info interface for continuous data, and pulled common operations into a common class (revamped Kernel calculator rewritten to use this)
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2014-10-30 04:18:04 +00:00 |
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joseph.lizier
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6ade6d4311
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Adding fast nearest neighbour searcher for univariate data (uses only a sorted array rather than whole k-d tree). Adds an abstract nearest neighbour searcher so calling classes don't necessarily need to know whether they're dealing with uni or multi-variates. MI and conditional MI Kraskov altered to use this where possible.
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2014-10-30 04:04:16 +00:00 |
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joseph.lizier
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bf94191282
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Fixes issue 34 -- adds predictive information calculators for continuous variables; interface definition, common code via abstract mutual information calculator, and implementations for Gaussian, kernel and KSG estimators.
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2014-10-16 00:31:41 +00:00 |
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joseph.lizier
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0849db5312
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Additional unit test to verify issue 32 -- for neighbour search within different radii for each variable to the k-d tree class.
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2014-10-15 10:42:32 +00:00 |
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joseph.lizier
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9ef43ae753
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Verifies issue 32 -- adds unit test for neighbour search within different radii for each variable to the k-d tree class. This is used for fast neighbour search to Kraskov conditional MI calculators (and by implication to TE calculators). Existing unit tests for these calculators complete the verification.
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2014-10-15 10:39:11 +00:00 |
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joseph.lizier
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9c05f4693a
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Fixes issue 32 -- adds fast neighbour search to Kraskov conditional MI calculators (and by implication to TE calculators). Requires adding a neighbour search within different radii for each variable to the k-d tree class.
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2014-10-15 10:36:58 +00:00 |
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joseph.lizier
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58c812db4e
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Validation of bug fix re issue 31 -- unit test to ensure that surrogate TE calculations are different to the real calculation
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2014-10-15 05:07:14 +00:00 |
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joseph.lizier
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1fb3735e58
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Bug fix re issue 31 -- ensuring that kd trees get rebuilt for surrogate TE calculations.
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2014-10-15 05:06:30 +00:00 |
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joseph.lizier
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f09cc221a4
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Verifies issue 31 -- adding unit tests for KdTree structure (in conjunction with existing unit tests for the results of MI calculations)
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2014-10-15 04:49:40 +00:00 |
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joseph.lizier
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bc2783b971
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Fixes issue 31 -- implementing fast nearest neighbour search for Kraskov MI using a k-d tree structure.
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2014-10-15 04:48:09 +00:00 |
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joseph.lizier
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feb0f320ae
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Minor updates to javadocs regarding Active Info Storage Calculators.
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2014-09-16 03:27:28 +00:00 |
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joseph.lizier
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5d16028f5b
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Fixes issue 13 -- by adding normalise option to Kraskov multi-information. Also Fixes issue 26 -- by adding a property for adding noise to the data (which was already done for Kraskov MI and conditional MI)
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2014-09-16 01:55:22 +00:00 |
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joseph.lizier
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78852bcf2a
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Validates issue 29 with unit tests for multi-threading of Kraskov conditional MI calculators. Also adds more substantial unit tests for Kraskov transfer entropy compared to TRENTOOL results.
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2014-09-16 01:41:36 +00:00 |
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joseph.lizier
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70bcc7c922
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Mirrors multi-threading from Kraskov MI calculators to Kraskov conditional MI calculators, and so fixes issue 29. Also adds some minor modifications to multithreading code for Kraskov MI calculators.
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2014-09-16 01:36:39 +00:00 |
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joseph.lizier
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0505641479
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Unit tests which Validates issue 28 with unit tests for multithreading on Kraskov MI calculators.
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2014-09-12 12:16:43 +00:00 |
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joseph.lizier
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0db37c9160
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Making multithreading on Kraskov MI calculators the default (using all available processors), and also adding some more debug statements.
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2014-09-12 12:10:42 +00:00 |
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joseph.lizier
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957adeccd5
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Fixes issue 28 - achieves multithreading on Kraskov MI calculators, merging code from Ipek and altering the design. Also partially addresses issue 24 by switching digamma for large arguments over to commons.math
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2014-09-12 07:35:05 +00:00 |
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joseph.lizier
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6e100c65d0
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Added property for Kraskov Conditional MI calculator to add a small amount of noise to the input data. For Kraskov MI calculator, changed this to add the noise in after the data is (potentially) normalised, so the magnitude corresponds to a number of standard deviations of the original data.
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2014-09-11 03:43:40 +00:00 |
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joseph.lizier
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0767e2e57e
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Tweaks to javadocs
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2014-08-14 06:26:06 +00:00 |