Pedro Martínez Mediano
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5074c1b6f7
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Initial commit of GPU code.
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2016-03-13 01:15:19 +00:00 |
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joseph.lizier
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21d1e68ba7
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Bug fix for Kraskov conditional MI algorithm 2 -- kdTrees for var1 and conditional, as well as var2 and conditional, were only being passed the radii for var1 (or var2) but not the radius of the conditional as well. This doesn't seem problematic at face value, however in traversing the tree the wrong radius was being used at levels corresponding to the conditional(s) in checking those nodes and determining whether their children needed to be traversed as well. Patched by implementing a new method in KdTree to take all radii in the situation where one variable has already been checked. Fixes issue 39.
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2015-01-21 12:23:09 +00:00 |
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joseph.lizier
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733da8265d
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Dynamic correlation exclusion, or Theiler window, added to all Kraskov estimators, i.e. Mutual Info, Conditional MI, Multi-info, and thereby the derived classes including transfer entropy. Fixes issue 35
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2014-11-25 12:31:44 +00:00 |
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joseph.lizier
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6ade6d4311
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Adding fast nearest neighbour searcher for univariate data (uses only a sorted array rather than whole k-d tree). Adds an abstract nearest neighbour searcher so calling classes don't necessarily need to know whether they're dealing with uni or multi-variates. MI and conditional MI Kraskov altered to use this where possible.
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2014-10-30 04:04:16 +00:00 |
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joseph.lizier
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bc2783b971
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Fixes issue 31 -- implementing fast nearest neighbour search for Kraskov MI using a k-d tree structure.
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2014-10-15 04:48:09 +00:00 |
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joseph.lizier
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70bcc7c922
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Mirrors multi-threading from Kraskov MI calculators to Kraskov conditional MI calculators, and so fixes issue 29. Also adds some minor modifications to multithreading code for Kraskov MI calculators.
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2014-09-16 01:36:39 +00:00 |
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joseph.lizier
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0db37c9160
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Making multithreading on Kraskov MI calculators the default (using all available processors), and also adding some more debug statements.
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2014-09-12 12:10:42 +00:00 |
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joseph.lizier
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957adeccd5
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Fixes issue 28 - achieves multithreading on Kraskov MI calculators, merging code from Ipek and altering the design. Also partially addresses issue 24 by switching digamma for large arguments over to commons.math
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2014-09-12 07:35:05 +00:00 |
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joseph.lizier
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786784e83c
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Javadocs made release-ready in the continuous.kraskov package.
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2014-08-13 02:36:09 +00:00 |
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joseph.lizier
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6709163afd
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Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.kraskov, symbolic and discrete packages (continuing ...)
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2014-08-06 05:43:16 +00:00 |
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joseph.lizier
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12fc61d396
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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.
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2014-03-26 05:08:46 +00:00 |
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joseph.lizier
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617880f9f5
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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.
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2012-12-20 10:38:03 +00:00 |
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joseph.lizier
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56d868ca00
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Uploading whole of Java Information Dynamics toolkit for the first time.
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2012-05-08 00:18:37 +00:00 |