jlizier
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3118e57384
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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).
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2016-10-18 13:21:29 +11:00 |
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jlizier
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e0fb7de856
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Added auto-embedding method for AIS and TE Kraskov (KSG) calculators which maximises the bias-corrected AIS. This commit includes the AIS and TE calculators themselves, an update to the TE auto analyser (with comments on the auto embed method property)
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2016-10-18 12:52:31 +11:00 |
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jlizier
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0ed74612a7
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Altering kernel estimator classes so that the return values for getProbability are proper probability densities rather than probabilities (by now dividing by the kernel diameter/volume). This patches the EntropyCalculatorKernel and the EntropyCalculatorMultiVariateKernel to properly return differential entropy, as advertised. Makes no difference to the MI and TE kernel calculators, as they use counts anyway rather than probability densities.
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2016-10-18 11:56:38 +11:00 |
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jlizier
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7d28e93913
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Bug fix in mixed Kraskov implementation for computeUsingPreviousObservations (picked up by Rose Wang). Also acknowledged that this implementation is (mostly) as per Ross 2014.
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2016-10-18 00:18:37 +11:00 |
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jlizier
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9785e2a71f
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Enabled Active Info Storage calculators (continuous) to have addObservations() methods with validity supplied
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2016-10-18 00:11:33 +11:00 |
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jlizier
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16239d3c3e
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Added method getSeparateNumObservations() to return a list of how many samples were pulled from each addObservations call, to make reconstructing/separating local values easier subsequently
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2016-10-18 00:00:31 +11:00 |
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jlizier
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08d380398b
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For MultiInfoCalculatorDiscrete added simple interface for adding joint observations
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2016-10-17 16:32:18 +11:00 |
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jlizier
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77cf8e5f8e
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Major update to TransferEntropyCalculatorDiscrete so as to implement arbirtray source and dest embeddings and source-dest delay. Also included are associated unit tests, and modifications to MatrixUtils to support these.
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2016-10-17 16:22:59 +11:00 |
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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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 |
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joseph.lizier
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916b6d5c34
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Small javadoc modification
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2014-08-14 05:57:20 +00:00 |
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joseph.lizier
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76a274094f
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Appending suffix "Discrete" to all discrete calculators. Step 3 -- refactoring java files for Separable info. All done for source code now
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2014-08-14 03:05:28 +00:00 |
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joseph.lizier
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f2c5ba4771
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Appending suffix "Discrete" to all discrete calculators. Step 2 -- refactoring java files, which has flow on effects to other java files. All fixed here.
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2014-08-14 03:00:15 +00:00 |
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joseph.lizier
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752b2fdb23
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Appending suffix "Discrete" to all discrete calculators. Step 1 -- just changing file names
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2014-08-14 02:43:31 +00:00 |
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joseph.lizier
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e7b8958fda
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Adding package-info.java files for Javadocs for the various packages
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2014-08-13 15:36:10 +00:00 |
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joseph.lizier
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4f8137b449
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Minor corrections to Javadocs for the continuous package
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2014-08-13 15:20:00 +00:00 |
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joseph.lizier
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b68d77e18e
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Rudimentary Javadocs completed for the utils package
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2014-08-13 15:18:47 +00:00 |
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joseph.lizier
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b916ac08e8
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Javadocs noted as incomplete, and indeed the code itself experimental, for mixed package.
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2014-08-13 14:53:57 +00:00 |
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joseph.lizier
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8ea3368224
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Javadocs finalised for discrete package. Also added some new methods to ChannelCalculator, SingleAgentMeasure, EntropyRateCalculator, ActiveInfoStorageCalculator made to inherit/extend from SingleAgentMeasureInContextOfPastCalculator.
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2014-08-13 14:42:56 +00:00 |
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joseph.lizier
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1ecdd8829f
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Extra imports to fix Javadoc references
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2014-08-13 03:48:54 +00:00 |
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joseph.lizier
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0e598bf81e
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In mixed.kraskov estimators switched to use 4 nearest neighbours by default (as recommended by Kraskov et al.), and Kraskov2 algorithm for conditional MI fixed to match Wibral et al. equation (as per the continuous calculator)
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2014-08-13 02:57:54 +00:00 |