Commit Graph

13 Commits

Author SHA1 Message Date
David Shorten dd215fdfbb spiking surrogates implemented 2021-08-11 09:20:35 +10:00
David Shorten dc85001ff7 refactoring + conditional processes + radius sharing + euclidean norm working 2021-08-02 22:06:07 +10:00
David Shorten ec01683592 Incorporated JL code from 21/11/2018 2018-12-10 20:22:15 +11:00
jlizier 16015e0f12 Nearest neighbour searchers now return number of points found for findPointsWithinR as well as marking them in input arrays. Also added new method sumDistanceAboveThresholdForPointsWithinRs() for the univariate searcher (to be used in spiking TE estimator under development) 2018-11-24 21:16:36 +11:00
jlizier 1bb67f0840 Adding neighbour search utilities in preparation for attempting fast surrogate generation (performing multiple neighbour searches at once where we can); in particular adding a countPointsWithinR with a remapping of the point's indices. Unit test added as well for this. 2017-11-22 20:48:30 +11:00
jlizier 9a7ff306c8 Adding utilities for fast nearest neighbour searchers to handle calculations on new samples and prepare for conditional MI fast surrogates computation 2016-10-20 09:26:12 +11:00
joseph.lizier 21d1e68ba7 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. 2015-01-21 12:23:09 +00:00
joseph.lizier 733da8265d 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 2014-11-25 12:31:44 +00:00
joseph.lizier 57fafd1551 Adding more methods to nearest neighbour search classes to return collections of points within ranges via arrays, and to use additional criteria in searching or take arguments for one variable that has already been tested. Utilising these new searches within Conditional MI Kraskov estimator algorithm 1 2014-11-03 04:57:24 +00:00
joseph.lizier 32c062f880 Inlining norms in Nearest Neighbour search classes, and adding methods to return Collections of points within ranges 2014-10-31 12:02:54 +00:00
joseph.lizier 6ade6d4311 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. 2014-10-30 04:04:16 +00:00
joseph.lizier 9c05f4693a Fixes issue 32 -- adds fast neighbour search to Kraskov conditional MI calculators (and by implication to TE calculators). Requires adding a neighbour search within different radii for each variable to the k-d tree class. 2014-10-15 10:36:58 +00:00
joseph.lizier bc2783b971 Fixes issue 31 -- implementing fast nearest neighbour search for Kraskov MI using a k-d tree structure. 2014-10-15 04:48:09 +00:00