jlizier
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8909c23fcc
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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)
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2018-10-18 00:58:17 +11:00 |
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jlizier
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a34bce25ba
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Enabled auto-embedding for TE Gaussian. Did so by bringing up auto-embedding for TE functionality up from the KSG estimator to the via Conditional MI class. Also added new property to Gaussian TE for number of surrogates to use for bias correction in embedding (if not using analytic bias correction), like Gaussian AIS. This also necessitated adding an empty preFinaliseAddObservations() method to the TE Gaussian multivariate estimator, to ensure it did not yet try to autoembed until that is enabled in the multivariate calculator. Unit tests included here as well (included using more samples for TE KSG autoembedding to ensure we get the correct answer more reliably -- should probably add a stronger effect for that too).
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2018-10-17 13:49:09 +11:00 |
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joseph.lizier
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1ecdd8829f
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Extra imports to fix Javadoc references
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2014-08-13 03:48:54 +00:00 |
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joseph.lizier
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fb4d6c423c
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Javadocs made release-ready in the continuous.gaussian package.
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2014-08-13 02:24:02 +00:00 |
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joseph.lizier
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7803966168
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Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.gaussian, kernel and kozachenko packages (continuing ...)
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2014-08-06 05:37:59 +00:00 |
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joseph.lizier
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b50384a302
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Added methods for computeSignificance analytically (i.e. without bootstrapping) to the new Gaussian TE calculators (i.e. the Granger causality calculators), plus for directly assigning the joint covariance matrix for each calculator, and a debug method to access the computed determinants.
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2014-04-23 02:07:29 +00:00 |
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joseph.lizier
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7a40b433b7
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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.
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2014-04-08 10:41:49 +00:00 |