jlizier
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c311067fe6
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Extending unit test for multivariate TE calculator to compare ensemble and setObservations methods
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2017-03-24 23:27:53 +11:00 |
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jlizier
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62069dab16
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Added several utilities for selecting columns to MatrixUtils
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2017-03-23 14:31:38 +11:00 |
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jlizier
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bf3f26cf18
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Patching TE Calculator Multivariate via conditional mutual info, which was not running (at all) for proper multivariates. Now splits the handling of solely univariate data from multivariates.
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2017-03-23 14:31:03 +11:00 |
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jlizier
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eb83262172
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Add an analytic MI surrogate distribution computation to the Linear-Gaussian Active Information Storage estimator
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2017-03-23 14:29:16 +11:00 |
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jlizier
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1e982ddbac
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Adding computeLocalFromPreviousObservations() calls for univariate time series to the ConditionalTransferEntropyCalculatorDiscrete (I'm not sure why they were missing)
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2016-11-22 20:59:12 +11:00 |
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jlizier
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b0d48bc96c
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Unit tests for conditional MI on new observations, and for no conditionals
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2016-10-20 09:29:56 +11:00 |
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jlizier
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9a7ff306c8
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Adding utilities for fast nearest neighbour searchers to handle calculations on new samples and prepare for conditional MI fast surrogates computation
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2016-10-20 09:26:12 +11:00 |
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jlizier
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05beb63e58
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Added unit test for AND function
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2016-10-18 15:05:28 +11:00 |
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jlizier
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4cac043aff
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Added unit test for TE continuous getSeparateNumObservations (in Kraskov class)
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2016-10-18 15:05:15 +11:00 |
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jlizier
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e2182c40c2
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Update to AIS kernel direct class in unit tests to align with update to AIS interface definition
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2016-10-18 15:04:42 +11:00 |
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jlizier
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3118e57384
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Making conditional MI calculators (continuous) handle empty conditionals, and properly normalise new data according to the old (except for linear Gaussian calculator, which explicitly bars normalisation now).
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2016-10-18 13:21:29 +11:00 |
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jlizier
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e0fb7de856
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Added auto-embedding method for AIS and TE Kraskov (KSG) calculators which maximises the bias-corrected AIS. This commit includes the AIS and TE calculators themselves, an update to the TE auto analyser (with comments on the auto embed method property)
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2016-10-18 12:52:31 +11:00 |
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jlizier
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0ed74612a7
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Altering kernel estimator classes so that the return values for getProbability are proper probability densities rather than probabilities (by now dividing by the kernel diameter/volume). This patches the EntropyCalculatorKernel and the EntropyCalculatorMultiVariateKernel to properly return differential entropy, as advertised. Makes no difference to the MI and TE kernel calculators, as they use counts anyway rather than probability densities.
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2016-10-18 11:56:38 +11:00 |
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jlizier
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7d28e93913
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Bug fix in mixed Kraskov implementation for computeUsingPreviousObservations (picked up by Rose Wang). Also acknowledged that this implementation is (mostly) as per Ross 2014.
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2016-10-18 00:18:37 +11:00 |
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jlizier
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9785e2a71f
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Enabled Active Info Storage calculators (continuous) to have addObservations() methods with validity supplied
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2016-10-18 00:11:33 +11:00 |
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jlizier
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16239d3c3e
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Added method getSeparateNumObservations() to return a list of how many samples were pulled from each addObservations call, to make reconstructing/separating local values easier subsequently
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2016-10-18 00:00:31 +11:00 |
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jlizier
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08d380398b
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For MultiInfoCalculatorDiscrete added simple interface for adding joint observations
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2016-10-17 16:32:18 +11:00 |
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jlizier
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77cf8e5f8e
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Major update to TransferEntropyCalculatorDiscrete so as to implement arbirtray source and dest embeddings and source-dest delay. Also included are associated unit tests, and modifications to MatrixUtils to support these.
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2016-10-17 16:22:59 +11:00 |
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joseph.lizier
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dbd1dcdd54
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Fixing the bias correction on our experimental discrete-continuous KSG calculators
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2015-07-19 17:19:59 +00:00 |
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joseph.lizier
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f6c8d26bf8
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Minor fixes to default values of TE calculator properties, and adding error messages for array file reading
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2015-07-09 14:38:23 +00:00 |
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joseph.lizier
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e727233bc0
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Updating unit tests for small noise being default now in KSG calculators. (The update sets noise level to 0 wherever we are checking repeated calculations, or comparing to results from other toolkits). Verifies Issue 42 fix
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2015-06-16 12:30:19 +00:00 |
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joseph.lizier
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bb587fa345
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Also allowing the KSG calculators noise property to be set to "false" to indicate 0 noise.
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2015-06-16 12:27:56 +00:00 |
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joseph.lizier
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c4fc334c3a
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Adds a small (1e-8) amount of noise to all data for the Kraskov calculations by default. Fixes Issue 42.
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2015-06-16 12:01:41 +00:00 |
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joseph.lizier
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a028fe4a4e
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Adding getProperty method to debug class so it compiles
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2015-06-05 14:42:06 +00:00 |
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joseph.lizier
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b45ada1d94
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Added unit tests for Kraskov TE auto embedding via Ragwitz criteria -- verifies Issue 38. Also adds further tests for AIS auto embedding.
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2015-06-05 06:51:23 +00:00 |
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joseph.lizier
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90fd9fbe89
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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.
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2015-06-05 06:50:03 +00:00 |
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joseph.lizier
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8393429e26
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Adding unit tests for AIS Kraskov for auto-embedding as part of partial fix for Issue 38
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2015-06-04 13:59:31 +00:00 |
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joseph.lizier
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62228651bc
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Adding getProperty() method to all conditional MI calculators and TE calculators (except for multivariate versions at this stage), in readiness for automated embedding being added to TE Kraskov to partially fix Issue 38
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2015-06-04 04:27:23 +00:00 |
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joseph.lizier
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687978103c
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Added auto-embedding with Ragwitz criteria to AIS Kraskov calculator, partially addressing Issue 38. Also adds getProperty() method to AIS calculators and MI calculators.
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2015-06-04 03:48:55 +00:00 |
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joseph.lizier
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b4b94b1940
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For Interregional Transfer demo, adding option for data files to be specified on command line
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2015-05-28 02:43:34 +00:00 |
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joseph.lizier
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f0cbb61197
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Fixing Javadoc commentsin MI calculators
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2015-02-05 23:39:22 +00:00 |
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joseph.lizier
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79db42274c
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Added methods for computing MI/TE etc in Multivariate calculators on only univariate time series (double[]) when the calculators have been initialised for dimension 1 in source and destination
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2015-01-23 03:11:35 +00:00 |
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joseph.lizier
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a6f0e2d2ed
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Added new unit test for KdTree to check validity of counting neighbours when one variable has been pre-checked, and different radii are used for each variable. Verifies issue 39.
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2015-01-21 12:28:19 +00:00 |
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joseph.lizier
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21d1e68ba7
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Bug fix for Kraskov conditional MI algorithm 2 -- kdTrees for var1 and conditional, as well as var2 and conditional, were only being passed the radii for var1 (or var2) but not the radius of the conditional as well. This doesn't seem problematic at face value, however in traversing the tree the wrong radius was being used at levels corresponding to the conditional(s) in checking those nodes and determining whether their children needed to be traversed as well. Patched by implementing a new method in KdTree to take all radii in the situation where one variable has already been checked. Fixes issue 39.
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2015-01-21 12:23:09 +00:00 |
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joseph.lizier
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33ea4f6136
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Unit tests for Dynamic correlation exclusion, or Theiler window, in all Kraskov estimators, plus direct validation against values from using Theiler window in TRENTOOL. Validates issue 35
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2014-11-25 12:34:49 +00:00 |
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joseph.lizier
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733da8265d
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Dynamic correlation exclusion, or Theiler window, added to all Kraskov estimators, i.e. Mutual Info, Conditional MI, Multi-info, and thereby the derived classes including transfer entropy. Fixes issue 35
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2014-11-25 12:31:44 +00:00 |
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joseph.lizier
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ab1d0e0c94
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Minor debug print change to unit test
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2014-11-14 10:30:46 +00:00 |
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joseph.lizier
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82ff884b99
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Explicitly setting return array values in Kraskov conditional MI calculator algorithm 2.
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2014-11-14 10:27:48 +00:00 |
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joseph.lizier
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24a0566fd4
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Patching bug in digamma function which is susceptible to race condition in multi-threaded applications. Also explicitly setting return array values in Kraskov calculators.
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2014-11-14 10:24:53 +00:00 |
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joseph.lizier
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7ee34fd8a1
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Minor new debug prints in unit tests
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2014-11-04 00:57:55 +00:00 |
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joseph.lizier
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ba537e948a
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Enhancements to fast nearest neighbour searching for conditional mutual information; utilises points found matching the conditional search criteria in the joint conditional with var1 and var 2 searches.
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2014-11-04 00:57:26 +00:00 |
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joseph.lizier
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12faf78200
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New unit tests for new methods in nearest neighbour search classes to return collections of points within ranges via arrays, and to use additional criteria in searching or take arguments for one variable that has already been tested.
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2014-11-03 04:58:14 +00:00 |
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joseph.lizier
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57fafd1551
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Adding more methods to nearest neighbour search classes to return collections of points within ranges via arrays, and to use additional criteria in searching or take arguments for one variable that has already been tested. Utilising these new searches within Conditional MI Kraskov estimator algorithm 1
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2014-11-03 04:57:24 +00:00 |
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joseph.lizier
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758d9dc0c9
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Unit test for inlining norms in Nearest Neighbour search classes, and adding methods to return Collections of points within ranges
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2014-10-31 12:04:12 +00:00 |
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joseph.lizier
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32c062f880
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Inlining norms in Nearest Neighbour search classes, and adding methods to return Collections of points within ranges
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2014-10-31 12:02:54 +00:00 |
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joseph.lizier
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390e1cc6be
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Adding more debug prints to TE unit test
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2014-10-30 04:40:13 +00:00 |
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joseph.lizier
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769bf1a15d
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Unit tests for Kraskov predictive information calculator. Also defines an abstract PI tester.
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2014-10-30 04:27:46 +00:00 |
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joseph.lizier
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9aa0e9ca0e
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Unit tests for Kraskov multi-info calculators using fast neighbour search and common multi-info class. Additional mutual info unit test added also on larger data set, and unit tests for the UnivariateNearestNeighbourSearcher.
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2014-10-30 04:24:42 +00:00 |
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joseph.lizier
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2a56301b75
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Kraskov multi-info calculators use fast neighbour search and common multi-info class.
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2014-10-30 04:21:12 +00:00 |
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joseph.lizier
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ed6150c6a3
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Additional operations added to multi-info interface for continuous data, and pulled common operations into a common class (revamped Kernel calculator rewritten to use this)
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2014-10-30 04:18:04 +00:00 |