mirror of https://github.com/jlizier/jidt
255 lines
6.8 KiB
Java
Executable File
255 lines
6.8 KiB
Java
Executable File
/*
|
|
* Java Information Dynamics Toolkit (JIDT)
|
|
* Copyright (C) 2012, Joseph T. Lizier
|
|
*
|
|
* This program is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* This program is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with this program. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
package infodynamics.measures.discrete;
|
|
|
|
/**
|
|
* <p>Base class for our information-theoretic calculators
|
|
* on discrete (int[]) data,
|
|
* providing common functionality
|
|
* for user-level measure classes.</p>
|
|
*
|
|
* <p>
|
|
* Usage of the child classes extending this class is intended to follow this paradigm:
|
|
* </p>
|
|
* <ol>
|
|
* <li>Construct the calculator;</li>
|
|
* <li>Initialise the calculator using {@link #initialise()} or
|
|
* other initialise methods defined by child classes;</li>
|
|
* <li>Provide the observations/samples for the calculator
|
|
* to set up the PDFs, using one or more calls to
|
|
* sets of "addObservations" methods defined by child classes, then</li>
|
|
* <li>Compute the required quantities, being one or more of:
|
|
* <ul>
|
|
* <li>the average measure: {@link #computeAverageLocalOfObservations()};</li>
|
|
* <li>or other quantities as defined by child classes.</li>
|
|
* </ul>
|
|
* </li>
|
|
* <li>
|
|
* Return to step 2 to re-use the calculator on a new data set.
|
|
* </li>
|
|
* </ol>
|
|
*
|
|
* @author Joseph Lizier (<a href="joseph.lizier at gmail.com">email</a>,
|
|
* <a href="http://lizier.me/joseph/">www</a>)
|
|
*/
|
|
public abstract class InfoMeasureCalculatorDiscrete {
|
|
|
|
/**
|
|
* Last computed average of the measure
|
|
*/
|
|
protected double average = 0.0;
|
|
/**
|
|
* Last computed max local value of the measure
|
|
*/
|
|
protected double max = 0.0;
|
|
/**
|
|
* Last computed min local value of the measure
|
|
*/
|
|
protected double min = 0.0;
|
|
/**
|
|
* Last computed standard deviation of local values of the measure
|
|
*/
|
|
protected double std = 0.0;
|
|
/**
|
|
* Number of observations supplied for the PDFs
|
|
*/
|
|
protected int observations = 0;
|
|
/**
|
|
* Number of available quantised states for each variable
|
|
* (ie binary is base-2).
|
|
*/
|
|
protected int base = 0; // number of individual states. Need initialised to 0 for changedSizes
|
|
|
|
/**
|
|
* Cached value of ln(base)
|
|
*/
|
|
protected double log_base = 0;
|
|
/**
|
|
* Cached value of ln(2)
|
|
*/
|
|
protected double log_2 = Math.log(2.0);
|
|
/**
|
|
* Cache of whether the base is a power of 2
|
|
*/
|
|
protected boolean power_of_2_base = false;
|
|
/**
|
|
* Cached value of log_2(base)
|
|
*/
|
|
protected int log_2_base = 0;
|
|
/**
|
|
* Whether we're in debug mode
|
|
*/
|
|
protected boolean debug = false;
|
|
|
|
/**
|
|
* Construct an instance with default base of 2
|
|
*/
|
|
protected InfoMeasureCalculatorDiscrete() {
|
|
this(2);
|
|
}
|
|
|
|
/**
|
|
* Construct an instance
|
|
*
|
|
* @param base number of quantisation levels for each variable.
|
|
* E.g. binary variables are in base-2.
|
|
*/
|
|
protected InfoMeasureCalculatorDiscrete(int base) {
|
|
resetBase(base);
|
|
}
|
|
|
|
protected void resetBase(int base) {
|
|
this.base = base;
|
|
log_base = Math.log(base);
|
|
|
|
if (base < 2) {
|
|
throw new RuntimeException("Can't calculate info theoretic measures for base " + base);
|
|
}
|
|
|
|
// Check if we've got a power of 2
|
|
power_of_2_base = isPowerOf2(base);
|
|
if (power_of_2_base) {
|
|
log_2_base = (int) Math.round(Math.log(base) / Math.log(2));
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Initialise the calculator for re-use with new observations.
|
|
* (Child classes should clear the existing PDFs)
|
|
* @throws Exception
|
|
*/
|
|
public void initialise() {
|
|
initialise(base);
|
|
}
|
|
|
|
/**
|
|
* Initialise the calculator for re-use with new observations,
|
|
* and a new base.
|
|
* (Child classes should clear the existing PDFs)
|
|
*/
|
|
public void initialise(int base){
|
|
resetBase(base);
|
|
average = 0.0;
|
|
max = 0.0;
|
|
min = 0.0;
|
|
std = 0.0;
|
|
observations = 0;
|
|
}
|
|
|
|
/**
|
|
* Return the measure last calculated in a call to
|
|
* {@link #computeAverageLocalOfObservations()}
|
|
* or related methods after the previous
|
|
* {@link #initialise()} call.
|
|
*
|
|
* @return the last computed measure value
|
|
*/
|
|
public final double getLastAverage() {
|
|
return average;
|
|
}
|
|
|
|
/**
|
|
* Return the last computed max local value of the measure.
|
|
* Not declaring this final so that separable calculator
|
|
* can throw an exception on it since it does not support it
|
|
*/
|
|
public double getLastMax() {
|
|
return max;
|
|
}
|
|
|
|
/**
|
|
* Return the last computed min local value of the measure.
|
|
* Not declaring this final so that separable calculator
|
|
* can throw an exception on it since it does not support it
|
|
*/
|
|
public double getLastMin() {
|
|
return min;
|
|
}
|
|
|
|
/**
|
|
* Return the last computed standard deviation of
|
|
* local values of the measure.
|
|
*/
|
|
public final double getLastStd() {
|
|
return std;
|
|
}
|
|
|
|
/**
|
|
* Get the number of samples to be used for the PDFs here
|
|
* which have been supplied by calls to
|
|
* "setObservations", "addObservations" etc.
|
|
*
|
|
* <p>Note that the number of samples may not be equal to the length of time-series
|
|
* supplied (e.g. for transfer entropy, where we need to accumulate
|
|
* a number of samples for the past history of the destination).
|
|
* </p>
|
|
*
|
|
* @return the number of samples to be used for the PDFs
|
|
*/
|
|
public final int getNumObservations() {
|
|
return observations;
|
|
}
|
|
|
|
/**
|
|
* Return whether a given integer is a power of 2
|
|
*
|
|
* @param num an integer
|
|
* @return whether the integer is a power of 2
|
|
*/
|
|
public final static boolean isPowerOf2(int num) {
|
|
int bits = 0;
|
|
int shiftedValue = num;
|
|
for (int b = 0; b < Integer.SIZE; b ++) {
|
|
if ((shiftedValue & 0x01) > 0) {
|
|
// LSB is a 1
|
|
bits++;
|
|
if (bits > 1) {
|
|
// Encountered more than 1 bit set to 1.
|
|
// Is not a power of 2
|
|
return false;
|
|
}
|
|
}
|
|
// Shift a new bit down into the LSB
|
|
shiftedValue = shiftedValue >> 1;
|
|
}
|
|
// Post: num has either 1 bit set to 1 or 0 bits set to 1
|
|
if (bits == 0) {
|
|
return false;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
/**
|
|
* Compute the average value of the measure
|
|
* from the previously-supplied samples.
|
|
*
|
|
* @return the estimate of the measure
|
|
*/
|
|
public abstract double computeAverageLocalOfObservations();
|
|
|
|
/**
|
|
* Set or clear debug mode for extra debug printing to stdout
|
|
*
|
|
* @param debug new setting for debug mode (on/off)
|
|
*/
|
|
public void setDebug(boolean debug) {
|
|
this.debug = debug;
|
|
}
|
|
}
|