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8 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 f466012556 Made Kraskov Conditional MI calculator implement the common Conditional MI interface 2013-01-14 12:51:34 +00:00
joseph.lizier 617880f9f5 Making Kraskov MI and higher order calculators use MAX_NORM in the marginal spaces by default (previously this had to be supplied via a property - it was the standard choice made, but was not the default). This aligns with the default specified in the Kraskov paper. 2012-12-20 10:38:03 +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 6e6a21f54b Added utility to convert a 1D matrix to a 2D container in MatrixUtils. 
Comment changes to other classes.
 2012-10-25 00:47:59 +00:00
joseph.lizier cda8689afb Made sure all discrete calculators use log_2 to make answers in bits (some were still using log of base). 
Merged usual and debug methods for computing average MI in discrete calculator

Added setDebug to super InfoMeasureCalculator

Cleaned up header of InfoMeasureCalculator

Adding TODO comments for Kraskov calculators

Bug fix on MutualInfoCalculatorMultiVariateWithDiscreteKraskov - we weren't normalising incoming observations for computing local MI properly, this is fixed now.
 2012-09-05 06:23:48 +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 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00