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11 Commits

Author SHA1 Message Date
Joseph Lizier b02760ddd3 Adding overloads on setObservations and addObservations for MI and TE calculators to handle one variable univariate and one variable multivariate 2021-11-15 10:58:59 +11:00
joseph.lizier 4e676a1122 Javadocs made release-ready in the continuous.kernel package. Also renamed any "epsilon" variables to "kernelWidth" in most classes. 2014-08-13 02:30:39 +00:00
joseph.lizier 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
joseph.lizier 83f7de5472 Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations. 
Added associated embedding method to MatrixUtils, and fixed a lot of header comments here. Minor fixes to comments and which methods are specified (e.g. setProperties) for TransferEntropy and Entropy calculators.
 2014-04-17 05:58:13 +00:00
joseph.lizier b4645584fe Added new method generateRandomPerturbations(int, int) to RandomGenerator, and switched all computeSignificance methods to use this (since there's no need for checking for distinct perturbations really, and this is much faster). Required adding sortIndices(double[]) method to MatrixUtils 2013-10-18 00:42:12 +00:00
joseph.lizier e789acd4dc Adding various comments 
Patched bug in TECalculatorMultiVariateSingleObservationsKernel whereby only k*destDimensions dimensions of destPast were being considered (this is a problem where one wants to surreptitiously condition on extra variables).
 2012-12-13 14:42:40 +00:00
joseph.lizier faad3c82b2 Patched nats -> bits error as per Issue 12. 
Fixed comments in MI calculator header.

Added log2 static value for TECommon to make code faster.
 2012-12-13 09:13:44 +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 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 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00