3 Commits

Author	SHA1	Message	Date
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	7a40b433b7	Added TransferEntropyCalculatorMultiVariateViaCondMutualInfo to facilitate estimation of multivariate TE by an underlying conditional mutual information calculator. Added linear-Gaussian TE estimator using this. Switched Kraskov multivariate TE estimator from a two MI estimator to use an underlying conditional mutual information calculator; removed old Kraskov "ByMulti" classes now. Removed some initialisation routines for TransferEntropyCalculatorViaCondMutualInfo so they tie in ok.	2014-04-08 10:41:49 +00:00
joseph.lizier	fd9bf116f9	Added TransferEntropyCalculatorViaCondMutualInfo to allow calculation of TE via any implementation of a conditional MI calculator. Added concrete implementations using this for Gaussian estimators (Gaussian TE estimator is equivalent to Granger causality). Replaced existing Kraskov TE calculator (which used two MI calculators) with one which uses one conditional MI estimator via this new method. Also patched TransferEntropyCommon.computeStartAndEndTimePairs	2014-04-07 05:31:52 +00:00