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
|
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
|
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
|
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
|
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
|
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
|
57fafd1551
|
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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2a56301b75
|
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
|
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
|
6ade6d4311
|
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
|
bf94191282
|
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
|
9c05f4693a
|
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
|
1fb3735e58
|
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
|
bc2783b971
|
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
|
feb0f320ae
|
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
|
5d16028f5b
|
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
|
70bcc7c922
|
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
|
0db37c9160
|
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
|
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
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2014-09-12 07:35:05 +00:00 |
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joseph.lizier
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6e100c65d0
|
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
|
0767e2e57e
|
Tweaks to javadocs
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2014-08-14 06:26:06 +00:00 |
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joseph.lizier
|
916b6d5c34
|
Small javadoc modification
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2014-08-14 05:57:20 +00:00 |
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joseph.lizier
|
f2c5ba4771
|
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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e7b8958fda
|
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
|
4f8137b449
|
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
|
1ecdd8829f
|
Extra imports to fix Javadoc references
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2014-08-13 03:48:54 +00:00 |
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joseph.lizier
|
bc40fb4125
|
Kraskov estimators switched to use 4 nearest neighbours by default (as recommended by Kraskov et al.)
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2014-08-13 02:41:25 +00:00 |
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joseph.lizier
|
77680c04ad
|
Javadocs made release-ready in the continuous.symbolic package.
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2014-08-13 02:37:02 +00:00 |
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joseph.lizier
|
786784e83c
|
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
|
df196f115d
|
Javadocs made release-ready in the continuous.kozachenko package.
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2014-08-13 02:31:24 +00:00 |
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joseph.lizier
|
4e676a1122
|
Javadocs made release-ready in the continuous.kernel package. Also renamed any "epsilon" variables to "kernelWidth" in most classes.
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2014-08-13 02:30:39 +00:00 |
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joseph.lizier
|
fb4d6c423c
|
Javadocs made release-ready in the continuous.gaussian package.
|
2014-08-13 02:24:02 +00:00 |
|
joseph.lizier
|
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
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2014-08-13 02:18:33 +00:00 |
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joseph.lizier
|
26c98df75c
|
Correcting Conditional MI Calculator Kraskov algorithm 2 in line with Wibral et al.'s equation correcting how this should be done.
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2014-08-12 05:24:54 +00:00 |
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joseph.lizier
|
a22c0d7629
|
Removing MultiInfoCalculatorWithMarginals since it's not used anywhere and may simply be confusing for users.
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2014-08-12 01:57:38 +00:00 |
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joseph.lizier
|
5432d902f1
|
Removing MutualInfoCalculatorMultiVariateWithMarginals since it's not used anywhere and may simply be confusing for users.
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2014-08-11 06:06:44 +00:00 |
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joseph.lizier
|
6709163afd
|
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 |
|
joseph.lizier
|
7803966168
|
Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.gaussian, kernel and kozachenko packages (continuing ...)
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2014-08-06 05:37:59 +00:00 |
|
joseph.lizier
|
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 |
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joseph.lizier
|
8b0de7e9fa
|
Refactoring discrete TE calculator to take source as first argument before destination (to match continuous calculators)
|
2014-08-05 12:44:05 +00:00 |
|
joseph.lizier
|
7e27c0d4ed
|
Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 1 of 2
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2014-08-05 04:58:32 +00:00 |
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joseph.lizier
|
ab21895321
|
Correcting TE Kernel estimator's bias correction method to match Schreiber's approach to including contributions from other correlation sums when the full joint space has no neighbours.
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2014-08-05 02:04:56 +00:00 |
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joseph.lizier
|
01291c883a
|
Added property to Kraskov MI for adding a random amount of noise to the data, to address situations with many identical values in the one variable (which causes problems with neighbourhood sizes)
|
2014-04-30 02:09:01 +00:00 |
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joseph.lizier
|
eef14a901b
|
More info on error messages for wrong dimensions of data provided.
|
2014-04-30 01:30:22 +00:00 |
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joseph.lizier
|
b50384a302
|
Added methods for computeSignificance analytically (i.e. without bootstrapping) to the new Gaussian TE calculators (i.e. the Granger causality calculators), plus for directly assigning the joint covariance matrix for each calculator, and a debug method to access the computed determinants.
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2014-04-23 02:07:29 +00:00 |
|
joseph.lizier
|
5a6fdb0ea7
|
Code edits to mixed calculators to fix compilation after moving them into the "mixed" package. Also needed to make some alternations to some of the continuous calculators to fix usage of protected members which are no longer accessible to the moved classes.
|
2014-04-17 11:10:58 +00:00 |
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joseph.lizier
|
73ec340f44
|
Finalised moving mixed calculators into the new mixed directory.
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2014-04-17 06:53:27 +00:00 |