1db8a2ac63
Making local computation for CMI Gaussian calculator store the lastAverage if it was called with the previous observations
2019-05-17 22:47:16 +10:00
fce1b34a5c
Adding NORMALISE and NOISE_LEVEL_TO_ADD properties to all conditional mutual information calculators for continuous-valued data (extends this capability from only KSG to Gaussian as well)
2019-04-03 00:12:00 +11:00
66676a2692
A rewrite of parts of the linear Gaussian conditional MI estimator, in order to more deftly handle linear dependencies within variables 1 and 2, and between each of them and the conditional. Previously we removed sub-variables of those arbitrarily, now the removal is targetted to those sub-variables that are problematic. Also required some variable name changes to reflect different ordering of how variables and the conditionals are concatenated in arrays.
2019-03-28 23:58:53 +11:00
7f9b1c0812
Patching bias correction for Guassian MI and CMI (some for MI was in line with previous work for CMI, which required extending here). Unit tests included.
2018-08-27 13:17:58 +10:00
c32b8de8b0
Fixed a hanging issue with analytic bias correction for Guassian CMI, and added to AutoAnalyser GUI
2018-08-27 00:22:02 +10:00
0b70e92efc
Added Bias-correction property to Gaussian MI and conditional MI calculators, including set and getProperty and an implementation in the calculations. This implements bias-correction by substracting the bias (of the analytic chi^2 based null distribution) from the calculations.
2018-05-13 22:29:17 +10:00
ea40f48bbc
Adding new methods computePValueForGivenEstimate() and computeEstimateForGivenPValue to AnalyticMeasurementDistribution and implementing in ChiSquareMeasurementDistribution. Involves importing (and refactoring) a significantly larger chunk of commons.maths3 classes (and updating existing ones to latest 3.6.1 version for consistency). Also addresses issue #23 in changing the actual value of the ChiSquareMeasurementDistribution to be that of the information theoretic measurement rather than 2*N times it (which was the value that is actually chi squared distributed), which also necessitates changes to the Discrete and Gaussian calculators computeSignificance() methods.
2017-06-14 11:09:01 +10:00
3118e57384
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).
2016-10-18 13:21:29 +11:00
fb4d6c423c
Javadocs made release-ready in the continuous.gaussian package.
2014-08-13 02:24:02 +00:00
7803966168
Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.gaussian, kernel and kozachenko packages (continuing ...)
2014-08-06 05:37:59 +00:00
68b0233e28
Extended fix to handle zero-covariance conditionals for handling linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian - this contributes to resolution (closed) for Issue 16
2013-07-06 18:24:13 +00:00
ce1a3b4b31
Extended fix to local cond MI values for handling linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian - this resolves Issue 16
2013-07-06 13:54:02 +00:00
0907ed495e
Handle linear redundancies amongst variables properly in ConditionalMICalculatorMultivariateGaussian. Still need to extend this to the local conditional MI values
2013-07-06 11:11:56 +00:00
a00b24019c
Making linear-Gaussian implementation of Conditional MI calculator not normalise the data by default (after having made it a child class of the common conditional MI implementation, this had been switched on by default)
2013-03-18 05:52:36 +00:00
4bd22a0984
Reconditioned Conditional MI calculator Kraskov as a child class of Conditional MI calculator Common
2013-03-11 12:55:29 +00:00
cd67da53a4
Patching linear Gaussian estimators to give empirical statistical significance given a certain number of observations.
...
Changed implementation of our conditional MI calculators Kraskov via algorithm 2 to my current interpretation of how this should be done.
Added a utility for lagged covariance in MatrixUtils
2013-03-04 06:08:38 +00:00
3167944875
Adding interface for conditional mutual information (continuous) calculator, common methods for it, and implementation for Gaussian variables.
2013-01-12 13:43:43 +00:00
Joseph Lizier