90707379b1
Adding derived works from Apache Commons Math library in the JIDT source tree; using these from MathsUtils to compute chi^2 CDF.
2014-08-06 04:16:15 +00:00
6c0d2f4e99
Refactoring discrete conditional TE calculator to take source as first argument before destination (to match continuous calculators)
2014-08-06 00:32:54 +00:00
8b0de7e9fa
Refactoring discrete TE calculator to take source as first argument before destination (to match continuous calculators)
2014-08-05 12:44:05 +00:00
9d85a78cc2
Renaming Complete TE discrete calculator to Conditional -- step 2 of 2 the file name change
2014-08-05 06:54:31 +00:00
a48da3dc42
Renaming Complete TE discrete calculator to Conditional -- step 1 of 2, just refactoring class names, file name change to come
2014-08-05 06:53:48 +00:00
76d4dc73a6
Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 2 of 2, renaming the actual file
2014-08-05 04:59:31 +00:00
7e27c0d4ed
Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 1 of 2
2014-08-05 04:58:32 +00:00
ab916e2253
Adding analytic null distribution computation to discrete TE calculator
2014-08-05 04:29:37 +00:00
ccf70d9846
Updating Octave matrix conversion class with routines for taking bytes, and booleans as integers.
2014-08-05 04:16:30 +00:00
1c324121d0
Discrete TE calculator given capability for arbitrary source and destination embedding, plus method for indicating validity of the time series
2014-08-05 02:14:59 +00:00
ba71d5443d
Discrete MI and conditional MI calculators given analytic null distribution methods. MI calculator also given constructor with no lag parameter. Conditional MI calculator also given methods to specify the validity of the series.
2014-08-05 02:09:36 +00:00
ab21895321
Correcting TE Kernel estimator's bias correction method to match Schreiber's approach to including contributions from other correlation sums when the full joint space has no neighbours.
2014-08-05 02:04:56 +00:00
7515b53a11
Adding MatrixUtils method for max entropy discretisation
2014-08-01 03:29:55 +00:00
01291c883a
Added property to Kraskov MI for adding a random amount of noise to the data, to address situations with many identical values in the one variable (which causes problems with neighbourhood sizes)
2014-04-30 02:09:01 +00:00
eef14a901b
More info on error messages for wrong dimensions of data provided.
2014-04-30 01:30:22 +00:00
e44f5b11ec
OctaveMatrix class added, which modifies org.octave.Matrix (under GPLv3).
2014-04-29 01:33:31 +00:00
b50384a302
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.
2014-04-23 02:07:29 +00:00
5a6fdb0ea7
Code edits to mixed calculators to fix compilation after moving them into the "mixed" package. Also needed to make some alternations to some of the continuous calculators to fix usage of protected members which are no longer accessible to the moved classes.
2014-04-17 11:10:58 +00:00
73ec340f44
Finalised moving mixed calculators into the new mixed directory.
2014-04-17 06:53:27 +00:00
91dbd9f772
Continuing to move mixed calculators into the new directory. Moving rest of interfaces from infodynamics.measures.continuous, as well as creating packages inside infodynamics.measures.mixed for the concrete implementations to come across.
2014-04-17 06:49:03 +00:00
c253313724
Starting to move mixed calculators into the new directory. Testing first with Conditional MI one
2014-04-17 06:43:43 +00:00
a63e104dc6
Removing the old MutualInfo "ByMulti" Kraskov multivariate MI implementations (they're just hanging around like garbage at the moment). Kept in my sandbox
2014-04-17 05:59:49 +00:00
83f7de5472
Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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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
7a40b433b7
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.
2014-04-08 10:41:49 +00:00
fd9bf116f9
Added TransferEntropyCalculatorViaCondMutualInfo to allow calculation of TE via any implementation of a conditional MI calculator. Added concrete implementations using this for Gaussian estimators (Gaussian TE estimator is equivalent to Granger causality). Replaced existing Kraskov TE calculator (which used two MI calculators) with one which uses one conditional MI estimator via this new method. Also patched TransferEntropyCommon.computeStartAndEndTimePairs
2014-04-07 05:31:52 +00:00
c5402e8c48
Added ActiveInfoStorageCalculatorViaMutualInfo to allow calculation of AIS via any implementation of an MI calculator. (Forgot to add this before -- its child classes are already committed).
2014-04-04 06:02:04 +00:00
12fc61d396
Moved Kraskov mutual info calculator multivariate to inherit from the common MI multivariate class, so as to share code for adding observations, statistical tests, etc. Passed unit testing.
2014-03-26 05:08:46 +00:00
06d0ddf07d
Added functions to discrete Entropy calculators for single dimensional arrays, plus local values of MI for single supplied values and statistical signficance testing for Active info storage.
2014-03-26 04:08:44 +00:00
2571c3ae9e
Rearchitected Active Info Storage calculators to use a common parent class for data collection, and underlying mutual information classes for the implementation specifics. Includes adding Kraskov and Gaussian Active Info Storage calculators, and implementing embedding delay for the past history.
2014-03-26 04:05:20 +00:00
c949339574
Allowing comment lines starting with % character in ArrayFileReader
2014-01-31 11:32:20 +00:00
2b8ab0e939
Adding error check to constructor of discrete MI calculator;
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and making method of generating random permutations more efficient (using native library).
2013-10-22 04:08:21 +00:00
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
c7b42e38ae
Bug fix to computeSignificance() of ConditionalMutualInformationCalculator
2013-10-17 13:19:58 +00:00
8991b4176c
Minor changes to method header comments
2013-09-10 22:50:30 +00:00
7f48066b57
Predictive information calculator implementation made from active information storage
2013-08-13 04:33:18 +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
524b277b54
Adding minor utility functions
2013-06-18 07:31:18 +00:00
75c36dc13a
Adding common parent implementation of Conditional MI calculator from continuous to discrete variable, plus a linear-Gaussian implementation of it
2013-03-18 06:08:12 +00:00
b17ba9b05c
Minor alterations to utilities, including adding exceptions and adding to-do notes.
2013-03-18 05:55:43 +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
ddf4aaecc5
Reconditioned Conditional MI with Discrete calculator Kraskov as a child class of Conditional MI with Discrete calculator Common
2013-03-18 05:49:00 +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
16cc8e3db2
Patched digamma function for large k; added extra debug prints to Kraskov MI calculator 2
2013-03-07 12:46:52 +00:00
cd67da53a4
Patching linear Gaussian estimators to give empirical statistical significance given a certain number of observations.
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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
64f6986d45
Added single array addObservations routines for Complete TE calculator discrete. Removed duplicate copyIntoMatrix method from MatrixUtils (duplicated arrayCopy)
2013-01-23 00:45:01 +00:00
afe224ab11
Added MatrixUtils.copyIntoMatrix utility function to copy part of one 2D matrix into another
2013-01-22 03:36:11 +00:00
9d36e5d9a6
Bug fix to debug prints in Kraskov Conditional MI calculators
2013-01-15 01:29:57 +00:00
6761de7e02
Added debug prints to Kraskov Conditional MI calculators
2013-01-15 01:14:13 +00:00
joseph.lizier