1827ec23c2
Fixed lack of initialisation of MI calculators in Kraskov MI unit tests
2014-03-26 05:09:20 +00:00
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
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
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
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
c949339574
Allowing comment lines starting with % character in ArrayFileReader
2014-01-31 11:32:20 +00:00
2b8ab0e939
Adding error check to constructor of discrete MI calculator;
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and making method of generating random permutations more efficient (using native library).
2013-10-22 04:08:21 +00:00
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
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
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
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
c7b42e38ae
Bug fix to computeSignificance() of ConditionalMutualInformationCalculator
2013-10-17 13:19:58 +00:00
8991b4176c
Minor changes to method header comments
2013-09-10 22:50:30 +00:00
9c03691c09
Predictive information calculator unit tests added
2013-08-13 04:33:45 +00:00
7f48066b57
Predictive information calculator implementation made from active information storage
2013-08-13 04:33:18 +00:00
1c0e9098cc
Extra unit test for Issue 16
2013-07-06 18:36:03 +00:00
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
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
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
524b277b54
Adding minor utility functions
2013-06-18 07:31:18 +00:00
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
b17ba9b05c
Minor alterations to utilities, including adding exceptions and adding to-do notes.
2013-03-18 05:55:43 +00:00
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
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
4bd22a0984
Reconditioned Conditional MI calculator Kraskov as a child class of Conditional MI calculator Common
2013-03-11 12:55:29 +00:00
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
16cc8e3db2
Patched digamma function for large k; added extra debug prints to Kraskov MI calculator 2
2013-03-07 12:46:52 +00:00
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
cd67da53a4
Patching linear Gaussian estimators to give empirical statistical significance given a certain number of observations.
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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
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
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
afe224ab11
Added MatrixUtils.copyIntoMatrix utility function to copy part of one 2D matrix into another
2013-01-22 03:36:11 +00:00
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
9d36e5d9a6
Bug fix to debug prints in Kraskov Conditional MI calculators
2013-01-15 01:29:57 +00:00
6761de7e02
Added debug prints to Kraskov Conditional MI calculators
2013-01-15 01:14:13 +00:00
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
f466012556
Made Kraskov Conditional MI calculator implement the common Conditional MI interface
2013-01-14 12:51:34 +00:00
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
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
74ba272f41
Added unit test for covariance
2013-01-08 05:38:22 +00:00
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
8fe32003ab
Adding more unit testing on Kraskov MI, including for dependent data sets
2012-12-20 13:23:52 +00:00
b0bc89dcb1
Made the unit tests for Kraskov MI more streamlined; added unit test for multivariate MI
2012-12-20 10:40:42 +00:00
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
90c0f5a105
Renaming abstract unit test classes inside java files (missed these in previous commit)
2012-12-18 10:57:44 +00:00
74ebf27fa0
Renaming abstract unit test classes inside java files
2012-12-18 10:53:03 +00:00
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
23f7f84eaa
Added common functionality for unit testing multivariate MI calculators into an abstract class.
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Added basic tester for Kraskov multivariate MI, including verifying against Kraskov MILCA tool
2012-12-18 10:34:41 +00:00
a6e09c7fc4
Pulled some common functionality for testing multivariate TE calculators into an abstract class.
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Added basic tester for Kraskov multivariate TE
2012-12-13 14:50:33 +00:00
e789acd4dc
Adding various comments
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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