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10 Commits

Author SHA1 Message Date
joseph.lizier fb4d6c423c Javadocs made release-ready in the continuous.gaussian package. 2014-08-13 02:24:02 +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 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 030a172d82 Patched covariance calculation, added utils, patched analytic computation of distribution of MI with linear Gaussians, altered comments 2013-01-08 05:37:48 +00:00
joseph.lizier 997fe0fbef Added AnalyticNullDistributionComputer and refactored the reference to it in MutualInfoCalculatorMultivariateGaussian 2012-10-25 01:14:55 +00:00
joseph.lizier 07ce2d0e24 Added determinant computation via Cholesky decomposition for symmetric matrices (more efficient) 
Utilising determinant computation via Cholesky decomposition in Gaussian entropy and MI calculators

Allowed ChannelCalculatorCommon.finaliseObservations() to throw Exceptions so that child classes can do so (in particular Gaussian MI needs to do so if it finds the variables are linearly dependent)
 2012-08-17 07:28:50 +00:00
joseph.lizier b978034f18 Added implementation for local entropy in EntropyCalculatorMultiVariateGaussian + bug fixes 
Added MutualInfoCalculatorMultiVariateWithDiscreteGaussian

Added many javadoc comments
 2012-08-16 05:40:29 +00:00
joseph.lizier c828445784 Pulled common functionality for MutualInfoMultiVariate Kernel and Gaussian into MutualInfoMultiVariateCommon (primarily adding multiple observations and computing statistical significance). 
MutualInfoMultiVariateKernel now computes statistical significance based on shuffling the first variable (the source) in line with the description in ChannelCalculator.
This adds ability to add multiple observations for a MutualInfoMultiVariateKernel calculator also.
 2012-08-07 07:32:52 +00:00
joseph.lizier d19045014a Adding extra matrix utility functions to allow multivariate normal PDF to be calculated (including Cholesky decomposition, inversion of symmetric matrices), extra matrix multiplcation routines, etc. 
Added routines in MathsUtils for uni- and multi-variate normal PDF and CDF (univariate only).

Implemented local MI for Gaussian MI. Pulled many routines into the MutualInfoMultiVariateCommon
 2012-08-06 07:44:23 +00:00
joseph.lizier 6bd3cb1661 Renamed lineargaussian package to gaussian (i got confused when i called it linear in the first place - this only is meaningful when we're working out the covariance matrix from the network structure, which isn't done here). 
Part 2 - removing old directory, adding EntropyCalculatorMultivariate and MI calculator
 2012-08-01 12:11:45 +00:00