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
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
4f8137b449
Minor corrections to Javadocs for the continuous package
2014-08-13 15:20:00 +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.
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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
2571c3ae9e
Rearchitected Active Info Storage calculators to use a common parent class for data collection, and underlying mutual information classes for the implementation specifics. Includes adding Kraskov and Gaussian Active Info Storage calculators, and implementing embedding delay for the past history.
2014-03-26 04:05:20 +00:00
030a172d82
Patched covariance calculation, added utils, patched analytic computation of distribution of MI with linear Gaussians, altered comments
2013-01-08 05:37:48 +00:00
07ce2d0e24
Added determinant computation via Cholesky decomposition for symmetric matrices (more efficient)
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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
8129dbee7b
Updating javadoc comments in the code, a. to make them more explicit regarding the transfer entropy calculators, and specifically b. to show that addObservations does not append observation time series.
2012-08-08 05:33:13 +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
56d868ca00
Uploading whole of Java Information Dynamics toolkit for the first time.
2012-05-08 00:18:37 +00:00
jlizier