Commit Graph

2 Commits

Author SHA1 Message Date
joseph.lizier 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
joseph.lizier 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