2130985c34
Adding/implementing interfaces for continuous CMI estimators to allow all combinations of univariate/multivariate arrays to be passed for var1/var2/conditional
2023-10-27 10:04:25 +11:00
ec8e7f848f
CMI common estimators utilising underlying nearest neighbour searchers holding different data sets separately (for dynamic correlation exclusion)
2023-10-09 13:15:56 +11:00
650159661d
Patching conditional MI calculator to properly allow null or empty conditionals if dimension of conditionals is 0
2021-09-06 10:23:31 +10:00
2ab3ac01bb
Adding non-overloaded method signatures for adding 1D vs 2D observations for common class for continuous MI and CMI estimators, since JPype 0.7 does not seem able to resolve overloaded 1D vs 2D arrays any longer
2019-07-25 23:11:44 +10:00
fce1b34a5c
Adding NORMALISE and NOISE_LEVEL_TO_ADD properties to all conditional mutual information calculators for continuous-valued data (extends this capability from only KSG to Gaussian as well)
2019-04-03 00:12:00 +11:00
46a9785da2
In surrogates for MI and CMI also turning adding noise off since this will have been done in the initial calculation already, and will just broaden the noise here.
2018-05-12 22:35:54 +10:00
28ba409ff6
Turning off normalisation when computing surrogates in Common CMI and MI calculators, because normalisation has already been carried out (and if one variable had no variance, this will inflate the values back to original scale)
2018-05-12 21:30:39 +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
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
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
3118e57384
Making conditional MI calculators (continuous) handle empty conditionals, and properly normalise new data according to the old (except for linear Gaussian calculator, which explicitly bars normalisation now).
2016-10-18 13:21:29 +11:00
62228651bc
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
2015-06-04 04:27:23 +00:00
733da8265d
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
2014-11-25 12:31:44 +00:00
edbe595032
Javadocs made release-ready in the continuous package. Also added computeLocalUsingPreviousObservations into ChannelCalculator and ChannelCalculatorMultiVariate (removed from MutualInfoMultivarate), and made the ViaCondMutualInfo classes not be abstract anymore, and moved embedding properties up into the main TransferEntropyCalculator interface
2014-08-13 02:18:33 +00:00
98d5373d62
Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous package (for starters)
2014-08-06 05:31:37 +00:00
83f7de5472
Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
...
Added associated embedding method to MatrixUtils, and fixed a lot of header comments here. Minor fixes to comments and which methods are specified (e.g. setProperties) for TransferEntropy and Entropy calculators.
2014-04-17 05:58:13 +00:00
c5402e8c48
Added ActiveInfoStorageCalculatorViaMutualInfo to allow calculation of AIS via any implementation of an MI calculator. (Forgot to add this before -- its child classes are already committed).
2014-04-04 06:02:04 +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
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
4bd22a0984
Reconditioned Conditional MI calculator Kraskov as a child class of Conditional MI calculator Common
2013-03-11 12:55:29 +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
Joseph Lizier