jidt/java/source/infodynamics/measures/continuous
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
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gaussian 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
kernel Altering AIS Multivariate Via Mutual Info calculator -- and child classes, now including kernel estimator -- to support auto-embedding primarily via the parent methods of the univariate AIS calculator. 2018-05-16 22:42:32 +10:00
kozachenko 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
kraskov 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
symbolic Adding getProperty() method to all conditional MI calculators and TE calculators (except for multivariate versions at this stage), in readiness for automated embedding being added to TE Kraskov to partially fix Issue 38 2015-06-04 04:27:23 +00:00
ActiveInfoStorageCalculator.java Added proper full definitions for the methods of the AIS multivariate interface; much of this is achieved by extending the univariate AIS interface (which mandates that the univariate methods must be supported). No current child classes required any changes as they all supported these already. Removed superfluous documentation in the AIS multivariate via MI class (as well as fixing whitespace inconsistencies therein) 2018-10-17 23:37:43 +11:00
ActiveInfoStorageCalculatorMultiVariate.java Adding property of number of dimensions for the AIS multivariate calculator (and implemented in the via MI common class). Needed this to make multivariate TE embedding a bit neater, and it should be there anyway. 2018-10-18 00:51:37 +11:00
ActiveInfoStorageCalculatorMultiVariateViaMutualInfo.java Adding property of number of dimensions for the AIS multivariate calculator (and implemented in the via MI common class). Needed this to make multivariate TE embedding a bit neater, and it should be there anyway. 2018-10-18 00:51:37 +11:00
ActiveInfoStorageCalculatorViaMutualInfo.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
ChannelCalculator.java Minor corrections to Javadocs for the continuous package 2014-08-13 15:20:00 +00:00
ChannelCalculatorCommon.java Added new interface InfoMeasureCalculatorContinuous to capture common methods for continuous calculators. Also adapted most continuous calculators to implement this, which involved in many cases removing duplicate definitions of these methods in the interfaces for these measures. For ConditionalMI calculator, this meant we needed to add an implementation of the zero-argument initialise() call also. Still need to do MultiInfo, PredictiveInfo and Entropy in future, as they're missing a few methods. 2017-08-18 16:54:55 +10:00
ChannelCalculatorMultiVariate.java Added methods for computing MI/TE etc in Multivariate calculators on only univariate time series (double[]) when the calculators have been initialised for dimension 1 in source and destination 2015-01-23 03:11:35 +00:00
ConditionalMutualInfoCalculatorMultiVariate.java For Conditional MI calculators (sontinuous), adding setObservations and addObservations method signatures which take univariate arrays (only work if initialised dimensionalities are univariate) into the interface, and the common base class. This is in preparation for the CMI AutoAnalyser 2017-08-22 21:26:44 +10:00
ConditionalMutualInfoMultiVariateCommon.java In surrogates for MI and CMI also turning adding noise off since this will have been done in the initial calculation already, and will just broaden the noise here. 2018-05-12 22:35:54 +10:00
ConditionalTransferEntropyCalculator.java Javadocs made release-ready in the continuous package. Also added computeLocalUsingPreviousObservations into ChannelCalculator and ChannelCalculatorMultiVariate (removed from MutualInfoMultivarate), and made the ViaCondMutualInfo classes not be abstract anymore, and moved embedding properties up into the main TransferEntropyCalculator interface 2014-08-13 02:18:33 +00:00
ConditionalTransferEntropyCalculatorViaCondMutualInfo.java Initialising conditional TE calculator to have one conditional dimension by default instead of none. Also fixing the way the conditional parameters are printed via getProperty() when they are null. 2017-08-23 00:18:41 +10:00
EntropyCalculator.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
EntropyCalculatorMultiVariate.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
InfoMeasureCalculatorContinuous.java Making continuous EntropyCalculator and EntropyCalculatorMultiVariate classes implement the InfoMeasureCalculatorContinuous interface. For the interfaces, this means removing methods where duplicated. Also added NUM_DIMENSIONS property to EntropyCalculatorMultiVariate interface, so that these calculators can have an initialise() method which takes no parameters. Fixed all implementing classes to have any methods that they were missing. 2017-08-18 20:18:29 +10:00
MultiInfoCalculator.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
MultiInfoCalculatorCommon.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
MutualInfoCalculatorMultiVariate.java Added interface ChannelCalculator for MutualInfoCalculatorMultiVariate; this should have always been there but not all calculators implemented the univariate methods. It previously only implemented ChannelCalculatorMultiVariate. Added those methods into MutualInfoMultiVariateCommon, which provides the base implementation for all required calculators, so all are now taken care of. This means MI and TE can both be fully used in one interface with the set/addObservations methods. 2017-08-18 13:54:10 +10:00
MutualInfoMultiVariateCommon.java Added addObservations() method with sourceValid and destValid boolean arrays to TransferEntropyCalculatorViacondMutualInfo class 2018-09-21 10:34:01 +10:00
PredictiveInfoCalculator.java Making continuous PredictiveInfoCalculator classes implement the InfoMeasureCalculatorContinuous interface. For the interfaces, this means removing methods where duplicated. And fixed the common implementing class to have the missing getProperty method. 2017-08-18 23:11:37 +10:00
PredictiveInfoCalculatorViaMutualInfo.java Making continuous PredictiveInfoCalculator classes implement the InfoMeasureCalculatorContinuous interface. For the interfaces, this means removing methods where duplicated. And fixed the common implementing class to have the missing getProperty method. 2017-08-18 23:11:37 +10:00
TransferEntropyCalculator.java Minor corrections to Javadocs for the continuous package 2014-08-13 15:20:00 +00:00
TransferEntropyCalculatorMultiVariate.java Javadocs made release-ready in the continuous package. Also added computeLocalUsingPreviousObservations into ChannelCalculator and ChannelCalculatorMultiVariate (removed from MutualInfoMultivarate), and made the ViaCondMutualInfo classes not be abstract anymore, and moved embedding properties up into the main TransferEntropyCalculator interface 2014-08-13 02:18:33 +00:00
TransferEntropyCalculatorMultiVariateViaCondMutualInfo.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
TransferEntropyCalculatorViaCondMutualInfo.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
TransferEntropyCommon.java Minor fixes to default values of TE calculator properties, and adding error messages for array file reading 2015-07-09 14:38:23 +00:00
package-info.java Tweaks to javadocs 2014-08-14 06:26:06 +00:00