3 Commits

Author	SHA1	Message	Date
joseph.lizier	07ce2d0e24	Added determinant computation via Cholesky decomposition for symmetric matrices (more efficient) ... Utilising determinant computation via Cholesky decomposition in Gaussian entropy and MI calculators Allowed ChannelCalculatorCommon.finaliseObservations() to throw Exceptions so that child classes can do so (in particular Gaussian MI needs to do so if it finds the variables are linearly dependent)	2012-08-17 07:28:50 +00:00
joseph.lizier	c828445784	Pulled common functionality for MutualInfoMultiVariate Kernel and Gaussian into MutualInfoMultiVariateCommon (primarily adding multiple observations and computing statistical significance). ... MutualInfoMultiVariateKernel now computes statistical significance based on shuffling the first variable (the source) in line with the description in ChannelCalculator. This adds ability to add multiple observations for a MutualInfoMultiVariateKernel calculator also.	2012-08-07 07:32:52 +00:00
joseph.lizier	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. ... 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