24a0566fd4
Patching bug in digamma function which is susceptible to race condition in multi-threaded applications. Also explicitly setting return array values in Kraskov calculators.
2014-11-14 10:24:53 +00:00
bc2783b971
Fixes issue 31 -- implementing fast nearest neighbour search for Kraskov MI using a k-d tree structure.
2014-10-15 04:48:09 +00:00
957adeccd5
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
2014-09-12 07:35:05 +00:00
b68d77e18e
Rudimentary Javadocs completed for the utils package
2014-08-13 15:18:47 +00:00
4a3532b25b
Adding GPLv3 license statement to all code headers in the infodymamics.measures.mixed, utils and networkinference packages.
2014-08-06 06:31:24 +00:00
90707379b1
Adding derived works from Apache Commons Math library in the JIDT source tree; using these from MathsUtils to compute chi^2 CDF.
2014-08-06 04:16:15 +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
16cc8e3db2
Patched digamma function for large k; added extra debug prints to Kraskov MI calculator 2
2013-03-07 12:46:52 +00:00
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.
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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
9a86ee8152
Added classes for joint entropy and multivariate mutual information calculation with gaussian assumption.
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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
6af2a5b0a1
Added more covariance methods to MatrixUtils.
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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
56d868ca00
Uploading whole of Java Information Dynamics toolkit for the first time.
2012-05-08 00:18:37 +00:00
joseph.lizier