Joseph Lizier
2a18cd0e74
Adding property to allow used to set random seed for noise addition to data in MI, CMI and wrapped estimators. Closes issue #99
2024-04-16 14:08:04 +10:00
Joseph Lizier
5f87e2018b
MI common estimators utilising underlying nearest neighbour searchers holding different data sets separately (for dynamic correlation exclusion)
2023-10-09 13:14:29 +11:00
Joseph Lizier
d9db7a15ab
Further clarifications for including NORMALISE and NOISE_LEVEL_TO_ADD properties to all mutual information calculators, and handling linear redundancy sub-cases
2019-04-03 00:07:05 +11:00
Joseph Lizier
b1437452e4
Adding NORMALISE and NOISE_LEVEL_TO_ADD properties to all mutual information calculators for continuous-valued data (extends this capability from only KSG to Gaussian and kernel as well, the latter already had NORMALISE)
2019-04-02 12:38:17 +11:00
jlizier
d77a9f274e
Added interface ChannelCalculator for MutualInfoCalculatorMultiVariate; this should have always been there but not all calculators implemented the univariate methods. It previously only implemented ChannelCalculatorMultiVariate. Added those methods into MutualInfoMultiVariateCommon, which provides the base implementation for all required calculators, so all are now taken care of. This means MI and TE can both be fully used in one interface with the set/addObservations methods.
2017-08-18 13:54:10 +10:00
joseph.lizier
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
joseph.lizier
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
joseph.lizier
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
joseph.lizier
2571c3ae9e
Rearchitected Active Info Storage calculators to use a common parent class for data collection, and underlying mutual information classes for the implementation specifics. Includes adding Kraskov and Gaussian Active Info Storage calculators, and implementing embedding delay for the past history.
2014-03-26 04:05:20 +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
56d868ca00
Uploading whole of Java Information Dynamics toolkit for the first time.
2012-05-08 00:18:37 +00:00