a554361de9
Adding unit test for no conditional on CMI Gaussian
2023-10-06 12:29:37 +11:00
a34bce25ba
Enabled auto-embedding for TE Gaussian. Did so by bringing up auto-embedding for TE functionality up from the KSG estimator to the via Conditional MI class. Also added new property to Gaussian TE for number of surrogates to use for bias correction in embedding (if not using analytic bias correction), like Gaussian AIS. This also necessitated adding an empty preFinaliseAddObservations() method to the TE Gaussian multivariate estimator, to ensure it did not yet try to autoembed until that is enabled in the multivariate calculator. Unit tests included here as well (included using more samples for TE KSG autoembedding to ensure we get the correct answer more reliably -- should probably add a stronger effect for that too).
2018-10-17 13:49:09 +11:00
dfe7ef0334
Altering AIS Multivariate Via Mutual Info calculator -- and child classes, now including kernel estimator -- to support auto-embedding primarily via the parent methods of the univariate AIS calculator.
...
Also includes patching functionality when dimension == 1 to always use the underlying AIS univariate calculator consistently, and adding missing methods on adding observations with validity array.
Also includes some minor alterations to error messages.
Gaussian and Kernel Multivariate AIS calculators have the computeAdditionalBiasToRemove() method implemented now to allow this; Gaussian calculator also adds the analytic computeSignificance() method, whilst Kernel calculator also adds a property for the number of surrogates to use in bias correction.
2018-05-16 22:42:32 +10:00
a649b38270
Patched new section of AIS calculator via MI, whereby addObservationsWithGivenParams() when called with a validity[] array did not compute valid start and end time pairs for the candidate k and tau, but did so for the k and tau set in the properties. Fixed so that the candidate k and tau can be supplied.
2018-05-16 14:39:54 +10:00
e8603b08f8
Moving auto-embedding for AIS (Ragwitz and maximum bias-corrected AIS methods) from out of Gaussian and KSG calculators and into the common AIS calculator via MI class. The common implementation then allows us to introduce auto-embedding for the AIS kernel estimator as well (included requiring adding a property for the number of surrogates to use to compute the bias for this one).
...
These changes now incorporate auto-embedding for all AIS continuous calculators, partially addressing issue #38
2018-05-16 14:20:08 +10:00
48b48ab845
Changing AIS Via Mutual Info internal addObservationsAfterParamsDetermined method to addObservationsWithGivenParams - taking k and tau as arguments rather than using the internal ones. This allows the method to be called by auto-embedding in the child classes as well (better code re-use ready for extending auto-embedding)
2018-05-15 17:32:50 +10:00
9785e2a71f
Enabled Active Info Storage calculators (continuous) to have addObservations() methods with validity supplied
2016-10-18 00:11:33 +11:00
90fd9fbe89
Adding auto embedding via Ragwitz criteria for Kraskov Transfer Entropy calculator. This fixes Issue 38.
...
Also patched AIS calculator to handle observations supplied with validity indicator when auto embedding is undertaken.
2015-06-05 06:50:03 +00:00
687978103c
Added auto-embedding with Ragwitz criteria to AIS Kraskov calculator, partially addressing Issue 38. Also adds getProperty() method to AIS calculators and MI calculators.
2015-06-04 03:48:55 +00:00
feb0f320ae
Minor updates to javadocs regarding Active Info Storage Calculators.
2014-09-16 03:27:28 +00:00
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
2014-08-13 02:18:33 +00:00
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
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
Joseph Lizier