Complete transfer entropy is designed in such a way that if a background process is informationally equivalent to the source node, then TE=0. For example, inform_transfer_entropy behaves as expected in the following example:
int const xs[9] = {0,1,1,1,1,0,0,0,0};
int const ys[9] = {0,0,1,1,1,1,0,0,0};
int const *back = xs;
double te = inform_transfer_entropy(xs, ys, back, 1, 1, 9, 2, 2, NULL);
assert(te == 0.0);
However, when we move up to multiple initial conditions, something goes awry:
int const xs[18] = {1,0,0,0,0,1,1,1,1,
1,1,1,1,0,0,0,1,1};
int const ys[18] = {0,0,1,1,1,1,0,0,0,
1,0,0,0,0,1,1,1,0};
int const *back = xs;
double te = inform_transfer_entropy(xs, ys, back, 1, 2, 9, 2, 2, NULL);
assert(te != 0.0);
// te ~ 0.536413
Description
Complete transfer entropy is designed in such a way that if a background process is informationally equivalent to the source node, then TE=0. For example,
inform_transfer_entropybehaves as expected in the following example:However, when we move up to multiple initial conditions, something goes awry: