Commit Graph

8 Commits

Author SHA1 Message Date
joseph.lizier b978034f18 Added implementation for local entropy in EntropyCalculatorMultiVariateGaussian + bug fixes
Added MutualInfoCalculatorMultiVariateWithDiscreteGaussian

Added many javadoc comments
2012-08-16 05:40:29 +00:00
joseph.lizier 8129dbee7b Updating javadoc comments in the code, a. to make them more explicit regarding the transfer entropy calculators, and specifically b. to show that addObservations does not append observation time series. 2012-08-08 05:33:13 +00:00
joseph.lizier 12e6f12147 Altered interal names of kernel width variables to be kernel width, instead of epsilon. This is more intuitive for users. 2012-08-07 07:49:23 +00:00
joseph.lizier c828445784 Pulled common functionality for MutualInfoMultiVariate Kernel and Gaussian into MutualInfoMultiVariateCommon (primarily adding multiple observations and computing statistical significance).
MutualInfoMultiVariateKernel now computes statistical significance based on shuffling the first variable (the source) in line with the description in ChannelCalculator.
This adds ability to add multiple observations for a MutualInfoMultiVariateKernel calculator also.
2012-08-07 07:32:52 +00:00
joseph.lizier 9a86ee8152 Added classes for joint entropy and multivariate mutual information calculation with gaussian assumption.
Restructured MeasurementDistribution to have child classes EmpiricalMeasurementDistribution and AnalyticMeasurementDistribution - this resulted in many classes being altered.

Added ChiSquare distribution methods to MathsUtils.

Added more covariance methods to MatrixUtils.
2012-08-01 07:26:18 +00:00
joseph.lizier 6af2a5b0a1 Added more covariance methods to MatrixUtils.
Changed method signatures for initialisers for multivariate channel calculator (transfer entropy and mutual information) classes to have source dimensions before destination dimensions, in line with the addObservations (etc.) methods.
2012-07-23 07:29:52 +00:00
joseph.lizier 4bb762c119 Added implementation of differential entropy for Gaussian variables. 2012-07-20 12:33:23 +00:00
joseph.lizier 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00