Commit Graph

7 Commits

Author SHA1 Message Date
joseph.lizier 68b0233e28 Extended fix to handle zero-covariance conditionals for handling linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian - this contributes to resolution (closed) for Issue 16 2013-07-06 18:24:13 +00:00
joseph.lizier ce1a3b4b31 Extended fix to local cond MI values for handling linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian - this resolves Issue 16 2013-07-06 13:54:02 +00:00
joseph.lizier 0907ed495e Handle linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian. Still need to extend this to the local conditional MI values 2013-07-06 11:11:56 +00:00
joseph.lizier a00b24019c Making linear-Gaussian implementation of Conditional MI calculator not normalise the data by default (after having made it a child class of the common conditional MI implementation, this had been switched on by default) 2013-03-18 05:52:36 +00:00
joseph.lizier 4bd22a0984 Reconditioned Conditional MI calculator Kraskov as a child class of Conditional MI calculator Common 2013-03-11 12:55:29 +00:00
joseph.lizier cd67da53a4 Patching linear Gaussian estimators to give empirical statistical significance given a certain number of observations.
Changed implementation of our conditional MI calculators Kraskov via algorithm 2 to my current interpretation of how this should be done.

Added a utility for lagged covariance in MatrixUtils
2013-03-04 06:08:38 +00:00
joseph.lizier 3167944875 Adding interface for conditional mutual information (continuous) calculator, common methods for it, and implementation for Gaussian variables. 2013-01-12 13:43:43 +00:00