9 Commits

Author	SHA1	Message	Date
joseph.lizier	eef14a901b	More info on error messages for wrong dimensions of data provided.	2014-04-30 01:30:22 +00:00
joseph.lizier	83f7de5472	Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations. ... 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
joseph.lizier	12fc61d396	Moved Kraskov mutual info calculator multivariate to inherit from the common MI multivariate class, so as to share code for adding observations, statistical tests, etc. Passed unit testing.	2014-03-26 05:08:46 +00:00
joseph.lizier	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
joseph.lizier	b4645584fe	Added new method generateRandomPerturbations(int, int) to RandomGenerator, and switched all computeSignificance methods to use this (since there's no need for checking for distinct perturbations really, and this is much faster). Required adding sortIndices(double[]) method to MatrixUtils	2013-10-18 00:42:12 +00:00
joseph.lizier	b17ba9b05c	Minor alterations to utilities, including adding exceptions and adding to-do notes.	2013-03-18 05:55:43 +00:00
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