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
0e27dbcbc2
Fixed default value of dynamic exclusion window in Kernel MI calculator to be 0. Technically it is zero (because dynCorrExcl boolean is set to false, but gets reported as 100 because the integer value of dynCorrExclTime was not set to 0 itself)
2017-09-02 20:18:36 +10:00
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
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
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
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
2571c3ae9e
Rearchitected Active Info Storage calculators to use a common parent class for data collection, and underlying mutual information classes for the implementation specifics. Includes adding Kraskov and Gaussian Active Info Storage calculators, and implementing embedding delay for the past history.
2014-03-26 04:05:20 +00:00
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
b978034f18
Added implementation for local entropy in EntropyCalculatorMultiVariateGaussian + bug fixes
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Added MutualInfoCalculatorMultiVariateWithDiscreteGaussian
Added many javadoc comments
2012-08-16 05:40:29 +00:00
c828445784
Pulled common functionality for MutualInfoMultiVariate Kernel and Gaussian into MutualInfoMultiVariateCommon (primarily adding multiple observations and computing statistical significance).
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MutualInfoMultiVariateKernel now computes statistical significance based on shuffling the first variable (the source) in line with the description in ChannelCalculator.
This adds ability to add multiple observations for a MutualInfoMultiVariateKernel calculator also.
2012-08-07 07:32:52 +00:00
9a86ee8152
Added classes for joint entropy and multivariate mutual information calculation with gaussian assumption.
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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
56d868ca00
Uploading whole of Java Information Dynamics toolkit for the first time.
2012-05-08 00:18:37 +00:00
Joseph Lizier