96a9cefccf
Renaming unit test for (Apparent) TE discrete calculator to remove "Apparent" -- step 2 of 2 to rename inside the class.
2014-08-05 05:03:35 +00:00
b204651227
Renaming unit test for (Apparent) TE discrete calculator to remove "Apparent"
2014-08-05 05:02:51 +00:00
4e141d1398
Adding unit test for (Apparent) TE discrete calculator. Will rename it to remove Apparent shortly ...
2014-08-05 05:02:02 +00:00
76d4dc73a6
Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 2 of 2, renaming the actual file
2014-08-05 04:59:31 +00:00
7e27c0d4ed
Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 1 of 2
2014-08-05 04:58:32 +00:00
ab916e2253
Adding analytic null distribution computation to discrete TE calculator
2014-08-05 04:29:37 +00:00
ccf70d9846
Updating Octave matrix conversion class with routines for taking bytes, and booleans as integers.
2014-08-05 04:16:30 +00:00
1c324121d0
Discrete TE calculator given capability for arbitrary source and destination embedding, plus method for indicating validity of the time series
2014-08-05 02:14:59 +00:00
ba71d5443d
Discrete MI and conditional MI calculators given analytic null distribution methods. MI calculator also given constructor with no lag parameter. Conditional MI calculator also given methods to specify the validity of the series.
2014-08-05 02:09:36 +00:00
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.
2014-08-05 02:04:56 +00:00
7515b53a11
Adding MatrixUtils method for max entropy discretisation
2014-08-01 03:29:55 +00:00
71b5983e5b
Added unit test for linear-Gaussian TE estimator against values produced from the Granger causality estimator of the ChaLearn Connectomics Challenge Sample Code.
2014-07-29 07:03:26 +00:00
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
eef14a901b
More info on error messages for wrong dimensions of data provided.
2014-04-30 01:30:22 +00:00
e44f5b11ec
OctaveMatrix class added, which modifies org.octave.Matrix (under GPLv3).
2014-04-29 01:33:31 +00:00
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.
2014-04-23 02:07:29 +00:00
b721dd79c0
Fixing compilation of moved unit test for mixed calculators package
2014-04-17 11:22:19 +00:00
cce93f2d18
Moving (only) unit test for the mixed calculators package to reflect the package move
2014-04-17 11:21:12 +00:00
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
73ec340f44
Finalised moving mixed calculators into the new mixed directory.
2014-04-17 06:53:27 +00:00
91dbd9f772
Continuing to move mixed calculators into the new directory. Moving rest of interfaces from infodynamics.measures.continuous, as well as creating packages inside infodynamics.measures.mixed for the concrete implementations to come across.
2014-04-17 06:49:03 +00:00
c253313724
Starting to move mixed calculators into the new directory. Testing first with Conditional MI one
2014-04-17 06:43:43 +00:00
926f22992e
Added unit tests for conditional TE continuous calculators.
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Added some more tests for TE Kraskov also.
2014-04-17 06:00:54 +00:00
a63e104dc6
Removing the old MutualInfo "ByMulti" Kraskov multivariate MI implementations (they're just hanging around like garbage at the moment). Kept in my sandbox
2014-04-17 05:59:49 +00:00
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
7d95954c55
Patched bug in interface for old Kernel AIs calculator (now in unit tests)
2014-04-08 11:27:10 +00:00
9cad2737af
Added unit tests for TransferEntropyCalculatorMultiVariateViaCondMutualInfo and derived classes for Kraskov and Gaussian estimators.
2014-04-08 11:21:40 +00:00
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
b81ccccee1
Added unit tests for TransferEntropyCalculatorViaCondMutualInfo implementations: Gaussian simply tests the computeStartAndEndTimePairs; Kraskov tests against TRENTOOL.
2014-04-07 05:33:30 +00:00
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
c5402e8c48
Added ActiveInfoStorageCalculatorViaMutualInfo to allow calculation of AIS via any implementation of an MI calculator. (Forgot to add this before -- its child classes are already committed).
2014-04-04 06:02:04 +00:00
1827ec23c2
Fixed lack of initialisation of MI calculators in Kraskov MI unit tests
2014-03-26 05:09:20 +00:00
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
06d0ddf07d
Added functions to discrete Entropy calculators for single dimensional arrays, plus local values of MI for single supplied values and statistical signficance testing for Active info storage.
2014-03-26 04:08:44 +00:00
3e017d1be4
Added unit tests for Rearchitecting Active Info Storage calculators to use a common parent class for data collection. Mainly includes testing kernel AIS calculator against the older direct implementation of this (which is now moved into the unit test area only)
2014-03-26 04:07:13 +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
c949339574
Allowing comment lines starting with % character in ArrayFileReader
2014-01-31 11:32:20 +00:00
2b8ab0e939
Adding error check to constructor of discrete MI calculator;
...
and making method of generating random permutations more efficient (using native library).
2013-10-22 04:08:21 +00:00
5d0934bd85
Updating unit tests to reflect changes to discrete MI calculator and method of generating random permutations.
2013-10-22 04:06:58 +00:00
6fe22e39cb
Added unit tests for new method generateRandomPerturbations(int, int) in RandomGenerator, and for sortIndices(double[]) method to MatrixUtils
2013-10-18 00:45:46 +00:00
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
1d5ae4a176
Added unit test for bug fix to computeSignificance() of ConditionalMutualInformationCalculator, simply to make sure it doesn't throw an exception
2013-10-17 13:20:42 +00:00
c7b42e38ae
Bug fix to computeSignificance() of ConditionalMutualInformationCalculator
2013-10-17 13:19:58 +00:00
8991b4176c
Minor changes to method header comments
2013-09-10 22:50:30 +00:00
9c03691c09
Predictive information calculator unit tests added
2013-08-13 04:33:45 +00:00
7f48066b57
Predictive information calculator implementation made from active information storage
2013-08-13 04:33:18 +00:00
1c0e9098cc
Extra unit test for Issue 16
2013-07-06 18:36:03 +00:00
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
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
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