b02760ddd3
Adding overloads on setObservations and addObservations for MI and TE calculators to handle one variable univariate and one variable multivariate
2021-11-15 10:58:59 +11:00
8909c23fcc
Incorporated auto-embedding in the TE multivariate via conditional MI common class. Much of the code is moved up from the TE multivariate KSG estimator; now the functionality is provided for multivariate Gaussian as well. Also necessitated adding the max_cor_num_surrogates property to TE multivariate Gaussian, and took the opportunity to make much of the whitespace here consistent, and unit tests added for Gaussian (tweaked slightly for KSG)
2018-10-18 00:58:17 +11:00
efb8243ed7
Altering TE Kraskov to do auto-embedding properly when we have added multiple observations with validity vectors. Also taking the opportunity to re-engineer the internals to lay groundwork for auto-embedding function to be shared with the Gaussian estimator at a later stage. Unit tests added here as well for the above.
2018-10-15 20:56:50 +11:00
550ff793eb
Fixed bug in KSG TE multivariate embeddings and setObservations.
2018-02-27 20:14:08 +00:00
75bb2c814a
Added addObservations-related methods to multivariate TE calculators.
...
This is needed to implement auto-embedding methods later.
2018-02-25 18:54:36 +00:00
09548028e0
Merge remote-tracking branch 'ghub/master'. This merges Joe's v1.3.1 master into Pedro's master.
2017-05-24 20:24:32 +10:00
bf3f26cf18
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.
2017-03-23 14:31:03 +11:00
08bb2dd609
Fix bug in TE multivariate.
2016-05-07 10:27:13 +01:00
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
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
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