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gaussian
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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.
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2014-04-23 02:07:29 +00:00 |
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kernel
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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.
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2014-04-17 11:10:58 +00:00 |
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kozachenko
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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kraskov
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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)
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2014-04-30 02:09:01 +00:00 |
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symbolic
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Finalised moving mixed calculators into the new mixed directory.
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2014-04-17 06:53:27 +00:00 |
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ActiveInfoStorageCalculator.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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ActiveInfoStorageCalculatorViaMutualInfo.java
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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
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2014-04-07 05:31:52 +00:00 |
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ChannelCalculator.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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ChannelCalculatorCommon.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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ChannelCalculatorMultiVariate.java
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Patched covariance calculation, added utils, patched analytic computation of distribution of MI with linear Gaussians, altered comments
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2013-01-08 05:37:48 +00:00 |
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ConditionalMutualInfoCalculatorMultiVariate.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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ConditionalMutualInfoMultiVariateCommon.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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ConditionalTransferEntropyCalculator.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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ConditionalTransferEntropyCalculatorViaCondMutualInfo.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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EntropyCalculator.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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EntropyCalculatorMultiVariate.java
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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.
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2014-04-17 11:10:58 +00:00 |
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MultiInfoCalculator.java
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Uploading whole of Java Information Dynamics toolkit for the first time.
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2012-05-08 00:18:37 +00:00 |
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MultiInfoCalculatorWithMarginals.java
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Uploading whole of Java Information Dynamics toolkit for the first time.
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2012-05-08 00:18:37 +00:00 |
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MutualInfoCalculatorMultiVariate.java
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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.
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2014-03-26 04:05:20 +00:00 |
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MutualInfoCalculatorMultiVariateWithMarginals.java
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Uploading whole of Java Information Dynamics toolkit for the first time.
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2012-05-08 00:18:37 +00:00 |
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MutualInfoMultiVariateCommon.java
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More info on error messages for wrong dimensions of data provided.
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2014-04-30 01:30:22 +00:00 |
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TransferEntropyCalculator.java
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Updating javadoc comments in the code, a. to make them more explicit regarding the transfer entropy calculators, and specifically b. to show that addObservations does not append observation time series.
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2012-08-08 05:33:13 +00:00 |
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TransferEntropyCalculatorMultiVariate.java
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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.
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2014-04-08 10:41:49 +00:00 |
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TransferEntropyCalculatorMultiVariateViaCondMutualInfo.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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TransferEntropyCalculatorViaCondMutualInfo.java
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Added interface for ConditionalTransferEntropy. Added abstract implementation ConditionalTransferEntropyCalculatorViaCondMutualInfo, and child classes for Kraskov and Gaussian implementations.
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2014-04-17 05:58:13 +00:00 |
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TransferEntropyCommon.java
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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
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2014-04-07 05:31:52 +00:00 |
