mirror of https://github.com/jlizier/jidt
258 lines
13 KiB
Java
Executable File
258 lines
13 KiB
Java
Executable File
/*
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* Java Information Dynamics Toolkit (JIDT)
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* Copyright (C) 2012, Joseph T. Lizier
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*
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* This program is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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package infodynamics.measures.continuous;
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/**
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* A basic interface for calculators computing measures on a multivariate <i>channel</i> from a
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* source to a destination time-series (i.e. mutual information and transfer entropy).
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* In the following, we refer to the abstract measure computed by this calculator
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* as the <i>"channel measure"</i>.
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*
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* <p>This interface inherits from {@link ChannelCalculatorCommon} to make
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* it specific to multivariate sources and destinations.</p>
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*
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* <p>Usage is as described by the paradigm for {@link ChannelCalculatorCommon},
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* but with:
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* <ul>
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* <li>A new {@link #initialise(int, int)} method to specify the number
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* of joint variables in the source and destination;</li>
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* <li>The abstract "setObservations" and "addObservations" references therein
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* implemented in the {@link #setObservations(double[][], double[][])} and
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* {@link #addObservations(double[][], double[][])} etc defined here for
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* multiivariate series.</li>
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* </ul>
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*
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* @author Joseph Lizier (<a href="joseph.lizier at gmail.com">email</a>,
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* <a href="http://lizier.me/joseph/">www</a>)
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* @see ChannelCalculator
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*/
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public interface ChannelCalculatorMultiVariate extends ChannelCalculatorCommon {
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/**
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* Initialise the calculator for (re-)use, with the existing
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* (or default) values of parameters, with number of source
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* and destination joint variables specified.
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* Clears an PDFs of previously supplied observations.
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*
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* @param sourceDimensions the number of joint variables in the source
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* @param destDimensions the number of joint variables in the destination
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*/
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public void initialise(int sourceDimensions, int destDimensions) throws Exception;
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/**
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* Sets a single series from which to compute the PDF for the channel measure.
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* Cannot be called in conjunction with other methods for setting/adding
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* observations.
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*
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* <p>The supplied series are certainly (multivariate) time-series for time-series measures
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* such as transfer entropy, however may be simply a set of separate observations
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* for the mutual information without a time interpretation.
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*
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* @param source series of multivariate observations for the source variable
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* (first index is time or observation index, second is variable number)
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* @param destination series of multivariate observations for the destination variable
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* (first index is time or observation index, second is variable number).
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* Length must match <code>source</code>, and their indices must correspond.
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* @throws Exception
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*/
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public void setObservations(double[][] source, double[][] destination) throws Exception;
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/**
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* Sets a single pair of univariate series from which to compute the PDF for the channel measure --
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* available ONLY if both sourceDimensions and destDimensions were initialised
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* to 1.
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* Cannot be called in conjunction with other methods for setting/adding
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* observations.
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*
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* <p>The supplied series are certainly time-series for time-series measures
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* such as transfer entropy, however may be simply a set of separate observations
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* for the mutual information without a time interpretation.
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*
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* <p>Design note: this method is defined here in addition to in
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* {@link ChannelCalculator} rather than only in {@link ChannelCalculatorCommon}
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* since {@link ConditionalTransferEntropyCalculator} etc inherit
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* directly from {@link ChannelCalculatorCommon} but this method would not
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* be relevant for them.
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* </p>
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*
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* @param source series of observations for the source variable.
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* @param destination series of observations for the destination
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* variable. Length must match <code>source</code>, and their indices
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* must correspond.
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* @throws Exception if sourceDimensions and destDimensions were not both initialised
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* to 1 in {@link #initialise(int, int)}
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*/
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public void setObservations(double source[], double destination[]) throws Exception;
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/**
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* <p>Adds a new set of observations to update the PDFs with - is
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* intended to be called multiple times.
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* Must be called after {@link #startAddObservations()}; call
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* {@link #finaliseAddObservations()} once all observations have
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* been supplied.</p>
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*
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* <p><b>Important:</b> this does not append these observations to the previously
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* supplied observations, but treats them independently - i.e. measurements
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* such as the transfer entropy will not join them up to examine k
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* consecutive values in time.</p>
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*
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* <p>Note that the arrays source and destination must not be over-written by the user
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* until after finaliseAddObservations() has been called
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* (they are not copied by this method necessarily, but the method
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* may simply hold a pointer to them).</p>
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*
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* @param source series of multivariate observations for the source variable
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* (first index is time or observation index, second is variable number)
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* @param destination series of multivariate observations for the destination variable
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* (first index is time or observation index, second is variable number).
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* Length must match <code>source</code>, and their indices must correspond.
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* @throws Exception
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*/
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public void addObservations(double[][] source, double[][] destination) throws Exception;
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/**
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* <p>Adds a new set of univariate observations to update the PDFs with.
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* available ONLY if both sourceDimensions and destDimensions were initialised
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* to 1.
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* It is intended to be called multiple times, and must
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* be called after {@link #startAddObservations()}. Call
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* {@link #finaliseAddObservations()} once all observations have
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* been supplied.</p>
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*
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* <p><b>Important:</b> this does not append these observations to the previously
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* supplied observations, but treats them independently - i.e. measurements
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* such as the transfer entropy will not join them up to examine k
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* consecutive values in time.</p>
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*
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* <p>Note that the arrays source and destination must not be over-written by the user
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* until after {@link #finaliseAddObservations()} has been called
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* (they are not copied by this method necessarily, but the method
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* may simply hold a pointer to them).</p>
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*
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* <p>Design note: this method is defined here in addition to in
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* {@link ChannelCalculator} rather than only in {@link ChannelCalculatorCommon}
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* since {@link ConditionalTransferEntropyCalculator} etc inherit
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* directly from {@link ChannelCalculatorCommon} but this method would not
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* be relevant for them.
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* </p>
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*
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* @param source series of observations for the source variable.
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* @param destination series of observations for the destination
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* variable. Length must match <code>source</code>, and their indices
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* must correspond.
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* @throws Exception if sourceDimensions and destDimensions were not both initialised
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* to 1 in {@link #initialise(int, int)}
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*/
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public void addObservations(double[] source, double[] destination) throws Exception;
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/**
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* <p>Adds a new sub-series of observations to update the PDFs with - is
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* intended to be called multiple times.
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* Must be called after {@link #startAddObservations()}; call
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* {@link #finaliseAddObservations()} once all observations have
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* been supplied.</p>
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*
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* <p><b>Important:</b> this does not append these observations to the previously
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* supplied observations, but treats them independently - i.e. measurements
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* such as the transfer entropy will not join them up to examine k
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* consecutive values in time.</p>
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*
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* <p>Note that the arrays source and destination must not be over-written by the user
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* until after finaliseAddObservations() has been called
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* (they are not copied by this method necessarily, but the method
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* may simply hold a pointer to them).</p>
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*
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* @param source series of multivariate observations for the source variable
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* (first index is time or observation index, second is variable number)
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* @param destination series of multivariate observations for the destination variable
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* (first index is time or observation index, second is variable number).
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* Length must match <code>source</code>, and their indices must correspond.
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* @param startTime first index to take observations on
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* @param numTimeSteps number of steps from and including
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* <code>startTime</code> to use
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* @throws Exception
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*/
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public void addObservations(double[][] source, double[][] destination,
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int startTime, int numTimeSteps) throws Exception;
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/**
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* <p>Sets the single set of observations to compute the PDFs from,
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* where the source and destination observations are valid.
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* Cannot be called in conjunction with other methods for setting/adding
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* observations.</p>
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*
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* <p>The supplied series are certainly time-series for time-series measures
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* such as transfer entropy, however may be simply a set of separate observations
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* for the mutual information without a time interpretation.
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*
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* @param source series of multivariate observations for the source variable
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* (first index is time or observation index, second is variable number)
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* @param destination series of multivariate observations for the destination variable
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* (first index is time or observation index, second is variable number).
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* Length must match <code>source</code>, and their indices must correspond.
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* @param sourceValid series (with first indices the same as source)
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* indicating whether the source at that index is valid.
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* @param destValid time series (with first indices the same as destination)
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* indicating whether the destination at that index is valid.
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*/
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public void setObservations(double[][] source, double[][] destination,
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boolean[] sourceValid, boolean[] destValid) throws Exception;
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/**
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* <p>Sets the single set of observations to compute the PDFs from,
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* where the source and destination observations are valid for all joint variables.
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* Cannot be called in conjunction with other methods for setting/adding
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* observations.</p>
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*
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* @param source series of multivariate observations for the source variable
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* (first index is time or observation index, second is variable number)
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* @param destination series of multivariate observations for the destination variable
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* (first index is time or observation index, second is variable number).
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* Length must match <code>source</code>, and their indices must correspond.
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* @param sourceValid series (with indices the same as source)
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* indicating whether each variable of the source at that index is valid.
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* @param destValid time series (with indices the same as destination)
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* indicating whether each variable of the destination at that index is valid.
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*/
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public void setObservations(double[][] source, double[][] destination,
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boolean[][] sourceValid, boolean[][] destValid) throws Exception;
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/**
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* Compute the local measure values for each of the
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* supplied samples in <code>newSourceObservations</code> and
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* <code>newDestObservations</code>.
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*
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* <p>PDFs are computed using all of the previously supplied
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* observations, but not those in <code>newSourceObservations</code>
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* and <code>newDestObservations</code>
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* (unless they were some of the previously supplied samples).</p>
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*
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* @param newSourceObservations series of observations for the source variable
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* (indexed by time or observation index then variable number)
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* @param newDestObservations series of observations for the destination variable
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* (indexed by time or observation index then variable number)
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* Length must match <code>newSourceObservations</code>, and their indices must correspond.
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* @return the series of local channel measure values.
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* @throws Exception
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*/
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public double[] computeLocalUsingPreviousObservations(
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double[][] newSourceObservations, double[][] newDestObservations)
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throws Exception;
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}
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