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84 Commits

Author SHA1 Message Date
Pedro Mediano 06cc6d649d Added `select*` methods for `int[][]` matrices. 2021-01-24 21:54:42 +00:00
Pedro Mediano b3192e225f Added convenience methods to multiply an array times a constant value. 2021-01-24 21:54:09 +00:00
Joseph Lizier 3222b5a629 Implementation and unit test for KSG MI calculation with new samples (both algorithms 1 and 2) 2020-10-30 16:21:10 +11:00
Joseph Lizier 44e53bc846 Updating error messages for kdTree 2020-10-29 13:39:40 +11:00
Joseph Lizier 510f999d2e Adds addObservations calls with validity arrays for conditional transfer entropy 2020-05-15 17:34:00 +10:00
Joseph Lizier 1667b9fe7a Added utility for subsampling rows from 2D matrix 2019-07-25 14:36:54 +10:00
Joseph Lizier 17bf0e0be7 Updating octave-java interface to use non-overloaded method signatures for int and boolean arrays (this seemed to have caused an issue on some versions with ints being converted to boolean first, thus losing all values except 0-1) 2019-07-23 11:33:04 +10:00
Joseph Lizier 681c9196ee Added methods to MatrixUtils (plus unit tests) for adding/removing/swapping sample points into existing means and covariances 2019-05-17 22:27:30 +10:00
Joseph Lizier 9f9c79bc95 Handling infinites in Chi square CDF function properly 2019-05-17 22:24:54 +10:00
Joseph Lizier 8542d217ea Added support for Chi^2 analytic distribution to support degrees of freedom 0 (this will handle e.g. where a source had no independent dimensions) 2019-05-17 22:20:54 +10:00
Joseph Lizier d9db7a15ab Further clarifications for including NORMALISE and NOISE_LEVEL_TO_ADD properties to all mutual information calculators, and handling linear redundancy sub-cases 2019-04-03 00:07:05 +11:00
Joseph Lizier b1437452e4 Adding NORMALISE and NOISE_LEVEL_TO_ADD properties to all mutual information calculators for continuous-valued data (extends this capability from only KSG to Gaussian and kernel as well, the latter already had NORMALISE) 2019-04-02 12:38:17 +11:00
Joseph Lizier 988d32de70 Added bug fix within recent changes to MatrixUtils Cholesky decomposition calculation, along with unit testing of the linear dependency combinations for issue #17 2019-03-31 23:21:39 +11:00
Joseph Lizier d58c393c53 Added methods to MatrixUtils to make a Cholesky decomposition of independent components only (useful for MI and conditional MI calculations), with a required update to the NonPositiveDefiniteMatrixException to include a field defining which row in the matrix was a problem. Also includes code to convert between native int[] arrays and ArrayList<Integers>, and new method signatures for column selection from matricies. 
Also added new unit tests for the Cholesky decomposition.
 2019-03-28 23:52:47 +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 fdec72aeff Added tracking of bias correction to ChiSquaredMeasurementDistribution, so the distribution is adjusted with bias correction. Should have been sent with previous commit for patch to CMI Gaussian bias correction 2018-08-27 00:29:59 +10:00
jlizier c0b9d736d7 Added methods to retrieve mean and standard deviation of the Chi^2 null distribution, as well as (empirical) unit test for this. 2018-05-13 22:02:46 +10:00
jlizier 142fbb4541 Merge branch 'master' of github.com:jlizier/jidt 
Merging in Pedro's mixed Kraskov changes, plus further work on GPU for Kraskov MI
 2017-11-24 15:30:20 +11:00
jlizier 9e77ebdadf Tweak to method to print out an array of ints 2017-11-22 20:49:05 +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
Pedro Martinez Mediano 446ac4ae59 Merge branch 'master' into gpu 2017-11-21 14:58:15 +00:00
jlizier d36c803e41 Added utilities to convert between estimate values and p-values for an analytic null distribution in bulk (array calls) 2017-08-30 16:24:17 +10:00
jlizier 3e64fd28bd Altering various continuous calculators to implement the EmpiricalNullDistributionComputer interface (where they're already implementing computeSignificance() etc.). Also altered the EmpiricalNullDistributionComputer methods to throw Exceptions, since the continuous calculators generally do this (and doesn't harm the discrete ones). Also involved implementing the methods in ConditionalMIMultiVariateCommon by selecting to permute the first variable by default. 2017-08-18 15:31:27 +10:00
jlizier 70740c9753 Added new interface EmpiricalNullDistributionComputer. Will separately alter discrete and continuous calculators to implement this class where they are implementing the required measures. 2017-08-18 13:49:09 +10:00
jlizier fa6307b4f2 Fixing javadoc reference in AnalyticNullDistributionComputer to correct class 2017-08-18 13:48:03 +10:00
jlizier ea40f48bbc Adding new methods computePValueForGivenEstimate() and computeEstimateForGivenPValue to AnalyticMeasurementDistribution and implementing in ChiSquareMeasurementDistribution. Involves importing (and refactoring) a significantly larger chunk of commons.maths3 classes (and updating existing ones to latest 3.6.1 version for consistency). Also addresses issue #23 in changing the actual value of the ChiSquareMeasurementDistribution to be that of the information theoretic measurement rather than 2*N times it (which was the value that is actually chi squared distributed), which also necessitates changes to the Discrete and Gaussian calculators computeSignificance() methods. 2017-06-14 11:09:01 +10:00
Pedro Martinez Mediano d0b35b3db8 Added NativeUtils for native lib loading and included libKraskov.so in jar. 2017-06-01 20:34:23 +10:00
jlizier 62069dab16 Added several utilities for selecting columns to MatrixUtils 2017-03-23 14:31:38 +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
jlizier 77cf8e5f8e Major update to TransferEntropyCalculatorDiscrete so as to implement arbirtray source and dest embeddings and source-dest delay. Also included are associated unit tests, and modifications to MatrixUtils to support these. 2016-10-17 16:22:59 +11:00
joseph.lizier f6c8d26bf8 Minor fixes to default values of TE calculator properties, and adding error messages for array file reading 2015-07-09 14:38:23 +00:00
joseph.lizier 62228651bc Adding getProperty() method to all conditional MI calculators and TE calculators (except for multivariate versions at this stage), in readiness for automated embedding being added to TE Kraskov to partially fix Issue 38 2015-06-04 04:27:23 +00:00
joseph.lizier 687978103c Added auto-embedding with Ragwitz criteria to AIS Kraskov calculator, partially addressing Issue 38. Also adds getProperty() method to AIS calculators and MI calculators. 2015-06-04 03:48:55 +00:00
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 24a0566fd4 Patching bug in digamma function which is susceptible to race condition in multi-threaded applications. Also explicitly setting return array values in Kraskov calculators. 2014-11-14 10:24:53 +00:00
joseph.lizier ba537e948a Enhancements to fast nearest neighbour searching for conditional mutual information; utilises points found matching the conditional search criteria in the joint conditional with var1 and var 2 searches. 2014-11-04 00:57:26 +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
joseph.lizier feb0f320ae Minor updates to javadocs regarding Active Info Storage Calculators. 2014-09-16 03:27:28 +00:00
joseph.lizier 957adeccd5 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 2014-09-12 07:35:05 +00:00
joseph.lizier e7b8958fda Adding package-info.java files for Javadocs for the various packages 2014-08-13 15:36:10 +00:00
joseph.lizier b68d77e18e Rudimentary Javadocs completed for the utils package 2014-08-13 15:18:47 +00:00
joseph.lizier 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
joseph.lizier 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
joseph.lizier 6a1bacba42 Adding notices about derived works from the JAMA project to source files 2014-08-06 05:20:17 +00:00
joseph.lizier 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