e7b8958fda
Adding package-info.java files for Javadocs for the various packages
2014-08-13 15:36:10 +00:00
4f8137b449
Minor corrections to Javadocs for the continuous package
2014-08-13 15:20:00 +00:00
b68d77e18e
Rudimentary Javadocs completed for the utils package
2014-08-13 15:18:47 +00:00
b916ac08e8
Javadocs noted as incomplete, and indeed the code itself experimental, for mixed package.
2014-08-13 14:53:57 +00:00
8ea3368224
Javadocs finalised for discrete package. Also added some new methods to ChannelCalculator, SingleAgentMeasure, EntropyRateCalculator, ActiveInfoStorageCalculator made to inherit/extend from SingleAgentMeasureInContextOfPastCalculator.
2014-08-13 14:42:56 +00:00
1ecdd8829f
Extra imports to fix Javadoc references
2014-08-13 03:48:54 +00:00
0e598bf81e
In mixed.kraskov estimators switched to use 4 nearest neighbours by default (as recommended by Kraskov et al.), and Kraskov2 algorithm for conditional MI fixed to match Wibral et al. equation (as per the continuous calculator)
2014-08-13 02:57:54 +00:00
bc40fb4125
Kraskov estimators switched to use 4 nearest neighbours by default (as recommended by Kraskov et al.)
2014-08-13 02:41:25 +00:00
77680c04ad
Javadocs made release-ready in the continuous.symbolic package.
2014-08-13 02:37:02 +00:00
786784e83c
Javadocs made release-ready in the continuous.kraskov package.
2014-08-13 02:36:09 +00:00
df196f115d
Javadocs made release-ready in the continuous.kozachenko package.
2014-08-13 02:31:24 +00:00
4e676a1122
Javadocs made release-ready in the continuous.kernel package. Also renamed any "epsilon" variables to "kernelWidth" in most classes.
2014-08-13 02:30:39 +00:00
fb4d6c423c
Javadocs made release-ready in the continuous.gaussian package.
2014-08-13 02:24:02 +00:00
edbe595032
Javadocs made release-ready in the continuous package. Also added computeLocalUsingPreviousObservations into ChannelCalculator and ChannelCalculatorMultiVariate (removed from MutualInfoMultivarate), and made the ViaCondMutualInfo classes not be abstract anymore, and moved embedding properties up into the main TransferEntropyCalculator interface
2014-08-13 02:18:33 +00:00
26c98df75c
Correcting Conditional MI Calculator Kraskov algorithm 2 in line with Wibral et al.'s equation correcting how this should be done.
2014-08-12 05:24:54 +00:00
a22c0d7629
Removing MultiInfoCalculatorWithMarginals since it's not used anywhere and may simply be confusing for users.
2014-08-12 01:57:38 +00:00
5432d902f1
Removing MutualInfoCalculatorMultiVariateWithMarginals since it's not used anywhere and may simply be confusing for users.
2014-08-11 06:06:44 +00:00
22883aa575
Interregional Transfer demo code: Correcting printing of parameter settings to happen only once
2014-08-07 02:15:14 +00:00
4a3532b25b
Adding GPLv3 license statement to all code headers in the infodymamics.measures.mixed, utils and networkinference packages.
2014-08-06 06:31:24 +00:00
6709163afd
Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous.kraskov, symbolic and discrete packages (continuing ...)
2014-08-06 05:43:16 +00:00
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
98d5373d62
Adding GPLv3 license statement to all code headers in the infodymamics.measures.continuous package (for starters)
2014-08-06 05:31:37 +00:00
6a1bacba42
Adding notices about derived works from the JAMA project to source files
2014-08-06 05:20:17 +00:00
90707379b1
Adding derived works from Apache Commons Math library in the JIDT source tree; using these from MathsUtils to compute chi^2 CDF.
2014-08-06 04:16:15 +00:00
6c0d2f4e99
Refactoring discrete conditional TE calculator to take source as first argument before destination (to match continuous calculators)
2014-08-06 00:32:54 +00:00
8b0de7e9fa
Refactoring discrete TE calculator to take source as first argument before destination (to match continuous calculators)
2014-08-05 12:44:05 +00:00
9d85a78cc2
Renaming Complete TE discrete calculator to Conditional -- step 2 of 2 the file name change
2014-08-05 06:54:31 +00:00
a48da3dc42
Renaming Complete TE discrete calculator to Conditional -- step 1 of 2, just refactoring class names, file name change to come
2014-08-05 06:53:48 +00:00
76d4dc73a6
Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 2 of 2, renaming the actual file
2014-08-05 04:59:31 +00:00
7e27c0d4ed
Renaming ApparentTransferEntropyCalculator to TransferEntropyCalculator for simplicity -- step 1 of 2
2014-08-05 04:58:32 +00:00
ab916e2253
Adding analytic null distribution computation to discrete TE calculator
2014-08-05 04:29:37 +00:00
ccf70d9846
Updating Octave matrix conversion class with routines for taking bytes, and booleans as integers.
2014-08-05 04:16:30 +00:00
1c324121d0
Discrete TE calculator given capability for arbitrary source and destination embedding, plus method for indicating validity of the time series
2014-08-05 02:14:59 +00:00
ba71d5443d
Discrete MI and conditional MI calculators given analytic null distribution methods. MI calculator also given constructor with no lag parameter. Conditional MI calculator also given methods to specify the validity of the series.
2014-08-05 02:09:36 +00:00
ab21895321
Correcting TE Kernel estimator's bias correction method to match Schreiber's approach to including contributions from other correlation sums when the full joint space has no neighbours.
2014-08-05 02:04:56 +00:00
7515b53a11
Adding MatrixUtils method for max entropy discretisation
2014-08-01 03:29:55 +00:00
01291c883a
Added property to Kraskov MI for adding a random amount of noise to the data, to address situations with many identical values in the one variable (which causes problems with neighbourhood sizes)
2014-04-30 02:09:01 +00:00
eef14a901b
More info on error messages for wrong dimensions of data provided.
2014-04-30 01:30:22 +00:00
e44f5b11ec
OctaveMatrix class added, which modifies org.octave.Matrix (under GPLv3).
2014-04-29 01:33:31 +00:00
b50384a302
Added methods for computeSignificance analytically (i.e. without bootstrapping) to the new Gaussian TE calculators (i.e. the Granger causality calculators), plus for directly assigning the joint covariance matrix for each calculator, and a debug method to access the computed determinants.
2014-04-23 02:07:29 +00:00
5a6fdb0ea7
Code edits to mixed calculators to fix compilation after moving them into the "mixed" package. Also needed to make some alternations to some of the continuous calculators to fix usage of protected members which are no longer accessible to the moved classes.
2014-04-17 11:10:58 +00:00
73ec340f44
Finalised moving mixed calculators into the new mixed directory.
2014-04-17 06:53:27 +00:00
91dbd9f772
Continuing to move mixed calculators into the new directory. Moving rest of interfaces from infodynamics.measures.continuous, as well as creating packages inside infodynamics.measures.mixed for the concrete implementations to come across.
2014-04-17 06:49:03 +00:00
c253313724
Starting to move mixed calculators into the new directory. Testing first with Conditional MI one
2014-04-17 06:43:43 +00:00
a63e104dc6
Removing the old MutualInfo "ByMulti" Kraskov multivariate MI implementations (they're just hanging around like garbage at the moment). Kept in my sandbox
2014-04-17 05:59:49 +00:00
83f7de5472
Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
...
Added associated embedding method to MatrixUtils, and fixed a lot of header comments here. Minor fixes to comments and which methods are specified (e.g. setProperties) for TransferEntropy and Entropy calculators.
2014-04-17 05:58:13 +00:00
7a40b433b7
Added TransferEntropyCalculatorMultiVariateViaCondMutualInfo to facilitate estimation of multivariate TE by an underlying conditional mutual information calculator. Added linear-Gaussian TE estimator using this. Switched Kraskov multivariate TE estimator from a two MI estimator to use an underlying conditional mutual information calculator; removed old Kraskov "ByMulti" classes now. Removed some initialisation routines for TransferEntropyCalculatorViaCondMutualInfo so they tie in ok.
2014-04-08 10:41:49 +00:00
fd9bf116f9
Added TransferEntropyCalculatorViaCondMutualInfo to allow calculation of TE via any implementation of a conditional MI calculator. Added concrete implementations using this for Gaussian estimators (Gaussian TE estimator is equivalent to Granger causality). Replaced existing Kraskov TE calculator (which used two MI calculators) with one which uses one conditional MI estimator via this new method. Also patched TransferEntropyCommon.computeStartAndEndTimePairs
2014-04-07 05:31:52 +00:00
c5402e8c48
Added ActiveInfoStorageCalculatorViaMutualInfo to allow calculation of AIS via any implementation of an MI calculator. (Forgot to add this before -- its child classes are already committed).
2014-04-04 06:02:04 +00:00
12fc61d396
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.
2014-03-26 05:08:46 +00:00
joseph.lizier