Commit Graph

3 Commits

Author SHA1 Message Date
joseph.lizier d9b6393a06 Bug fix (time index on locals) for Kraskov to discrete
Adding interpretation of functionality to header of Gaussian to discrete (that it says how much knowing the discrete variable reduces the variance of the continuous, without taking redundancy into account)
2012-08-17 09:40:36 +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