7 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	d19045014a	Adding extra matrix utility functions to allow multivariate normal PDF to be calculated (including Cholesky decomposition, inversion of symmetric matrices), extra matrix multiplcation routines, etc. ... Added routines in MathsUtils for uni- and multi-variate normal PDF and CDF (univariate only). Implemented local MI for Gaussian MI. Pulled many routines into the MutualInfoMultiVariateCommon	2012-08-06 07:44:23 +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	054044ccf6	Added doubleToIntArray() methods to allow Octave users to convert native double arrays to int arrays when required.	2012-07-18 05:22:12 +00:00
joseph.lizier	56d868ca00	Uploading whole of Java Information Dynamics toolkit for the first time.	2012-05-08 00:18:37 +00:00