jlizier
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8909c23fcc
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Incorporated auto-embedding in the TE multivariate via conditional MI common class. Much of the code is moved up from the TE multivariate KSG estimator; now the functionality is provided for multivariate Gaussian as well. Also necessitated adding the max_cor_num_surrogates property to TE multivariate Gaussian, and took the opportunity to make much of the whitespace here consistent, and unit tests added for Gaussian (tweaked slightly for KSG)
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2018-10-18 00:58:17 +11:00 |
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jlizier
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efb8243ed7
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Altering TE Kraskov to do auto-embedding properly when we have added multiple observations with validity vectors. Also taking the opportunity to re-engineer the internals to lay groundwork for auto-embedding function to be shared with the Gaussian estimator at a later stage. Unit tests added here as well for the above.
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2018-10-15 20:56:50 +11:00 |
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Pedro Martinez Mediano
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f8bca3275d
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Fixed docs for new MAX_CORR_AIS_AND_TE embedding method.
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2018-04-22 20:45:06 +01:00 |
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Pedro Martinez Mediano
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02dad26a94
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Added brief mention of AUTO_EMBED_METHOD_MAX_CORR_AIS_AND_TE to javadocs.
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2018-02-27 20:29:39 +00:00 |
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Pedro Martinez Mediano
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5f6671aa2b
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Added AUTO_EMBED_METHOD_MAX_CORR_AIS_AND_TE to multivariate KSG TE.
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2018-02-27 20:18:04 +00:00 |
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Pedro Martinez Mediano
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8be6a037af
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Added auto-embedding methods to multivariate KSG TE calculator.
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2018-02-25 19:23:09 +00:00 |
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joseph.lizier
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786784e83c
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Javadocs made release-ready in the continuous.kraskov package.
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2014-08-13 02:36:09 +00:00 |
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joseph.lizier
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6709163afd
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Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.kraskov, symbolic and discrete packages (continuing ...)
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2014-08-06 05:43:16 +00:00 |
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joseph.lizier
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7a40b433b7
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Added TransferEntropyCalculatorMultiVariateViaCondMutualInfo to facilitate estimation of multivariate TE by an underlying conditional mutual information calculator. Added linear-Gaussian TE estimator using this. Switched Kraskov multivariate TE estimator from a two MI estimator to use an underlying conditional mutual information calculator; removed old Kraskov "ByMulti" classes now. Removed some initialisation routines for TransferEntropyCalculatorViaCondMutualInfo so they tie in ok.
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2014-04-08 10:41:49 +00:00 |
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joseph.lizier
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56d868ca00
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Uploading whole of Java Information Dynamics toolkit for the first time.
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2012-05-08 00:18:37 +00:00 |