This PR adds to the it_functions.py library. The central function is calcTE which calculates the transfer entropy between source and sink with respect to a time lag chosen using the parameter "shift". Transfer entropy is calculated using the Knuth (2005) formulation (see equation 14). Other functions added are:
calc3dpdfs : calculates the 3-d joint pdf between variables
lag_data : creates an array of lagged data based on the input parameter "shift"
calcTE_shuffled: shuffles the input data to destroy temporal dependence and then calculates TE, for significance testing
calcTE_crit: uses output from calcTE_shuffled and input significance thresholds to estimate a significance threshold for TE, above which TE values are considered "significant"
This PR adds to the it_functions.py library. The central function is
calcTE
which calculates the transfer entropy between source and sink with respect to a time lag chosen using the parameter "shift". Transfer entropy is calculated using the Knuth (2005) formulation (see equation 14). Other functions added are:calc3dpdfs
: calculates the 3-d joint pdf between variableslag_data
: creates an array of lagged data based on the input parameter "shift"calcTE_shuffled
: shuffles the input data to destroy temporal dependence and then calculates TE, for significance testingcalcTE_crit
: uses output fromcalcTE_shuffled
and input significance thresholds to estimate a significance threshold for TE, above which TE values are considered "significant"