natas_hw
/
jidt
mirror of https://github.com/jlizier/jidt
0
0
Fork 0
Code Issues Packages Projects Releases Wiki Activity
100 Commits 5 Branches 6 Tags 65 MiB
Commit Graph

5 Commits

Author SHA1 Message Date
joseph.lizier 16cc8e3db2 Patched digamma function for large k; added extra debug prints to Kraskov MI calculator 2 2013-03-07 12:46:52 +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 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 6af2a5b0a1 Added more covariance methods to MatrixUtils. 
Changed method signatures for initialisers for multivariate channel calculator (transfer entropy and mutual information) classes to have source dimensions before destination dimensions, in line with the addObservations (etc.) methods.
 2012-07-23 07:29:52 +00:00
joseph.lizier 56d868ca00 Uploading whole of Java Information Dynamics toolkit for the first time. 2012-05-08 00:18:37 +00:00