jidt/java/source/infodynamics/measures/continuous/gaussian
jlizier 8909c23fcc Incorporated auto-embedding in the TE multivariate via conditional MI common class. Much of the code is moved up from the TE multivariate KSG estimator; now the functionality is provided for multivariate Gaussian as well. Also necessitated adding the max_cor_num_surrogates property to TE multivariate Gaussian, and took the opportunity to make much of the whitespace here consistent, and unit tests added for Gaussian (tweaked slightly for KSG) 2018-10-18 00:58:17 +11:00
..
ActiveInfoStorageCalculatorGaussian.java Added to AutoAnalyser GUI for AIS surrogate-based bias correction (parameter being the number of surrogates) for max AIS corrected auto embedding, for kernel estimator as well as Gaussian (as an alternative to analytic). Also includes the implementing code for AIS Gaussian (was already committed for kernel) 2018-08-27 14:24:05 +10:00
ActiveInfoStorageCalculatorMultiVariateGaussian.java Added throws Exception for computeSignificance() on multivariate Gaussian AIS calculator, because of throws clause introduced on underlying MI estimator 2018-08-27 13:21:29 +10:00
ConditionalMutualInfoCalculatorMultiVariateGaussian.java Patching bias correction for Guassian MI and CMI (some for MI was in line with previous work for CMI, which required extending here). Unit tests included. 2018-08-27 13:17:58 +10:00
ConditionalTransferEntropyCalculatorGaussian.java Extra imports to fix Javadoc references 2014-08-13 03:48:54 +00:00
EntropyCalculatorGaussian.java Adding computeLocalOfPreviousObservations() to continuous Entropy estimator interface and all underlying implementations. Added unit tests that locals should average back ok. Also fixing multivariate Entropy estimator interface to implement the univariate interface also (and fixing underlying implementations to comply) 2018-04-27 11:20:25 +10:00
EntropyCalculatorMultiVariateGaussian.java Adding computeLocalOfPreviousObservations() to continuous Entropy estimator interface and all underlying implementations. Added unit tests that locals should average back ok. Also fixing multivariate Entropy estimator interface to implement the univariate interface also (and fixing underlying implementations to comply) 2018-04-27 11:20:25 +10:00
MultiInfoCalculatorGaussian.java Making continuous MultiInfoCalculator classes implement the InfoMeasureCalculatorContinuous interface. For the interfaces, this means removing methods where duplicated. For implementing classes, this means adding the missing methods. 2017-08-18 23:42:43 +10:00
MutualInfoCalculatorMultiVariateGaussian.java Patching bias correction for Guassian MI and CMI (some for MI was in line with previous work for CMI, which required extending here). Unit tests included. 2018-08-27 13:17:58 +10:00
PredictiveInfoCalculatorGaussian.java Fixes issue 34 -- adds predictive information calculators for continuous variables; interface definition, common code via abstract mutual information calculator, and implementations for Gaussian, kernel and KSG estimators. 2014-10-16 00:31:41 +00:00
TransferEntropyCalculatorGaussian.java Enabled auto-embedding for TE Gaussian. Did so by bringing up auto-embedding for TE functionality up from the KSG estimator to the via Conditional MI class. Also added new property to Gaussian TE for number of surrogates to use for bias correction in embedding (if not using analytic bias correction), like Gaussian AIS. This also necessitated adding an empty preFinaliseAddObservations() method to the TE Gaussian multivariate estimator, to ensure it did not yet try to autoembed until that is enabled in the multivariate calculator. Unit tests included here as well (included using more samples for TE KSG autoembedding to ensure we get the correct answer more reliably -- should probably add a stronger effect for that too). 2018-10-17 13:49:09 +11:00
TransferEntropyCalculatorMultiVariateGaussian.java Incorporated auto-embedding in the TE multivariate via conditional MI common class. Much of the code is moved up from the TE multivariate KSG estimator; now the functionality is provided for multivariate Gaussian as well. Also necessitated adding the max_cor_num_surrogates property to TE multivariate Gaussian, and took the opportunity to make much of the whitespace here consistent, and unit tests added for Gaussian (tweaked slightly for KSG) 2018-10-18 00:58:17 +11:00
package-info.java Adding package-info.java files for Javadocs for the various packages 2014-08-13 15:36:10 +00:00