Add dynamic exclusion time / Theiler window to Kraskov calculators

mhlr / information-dynamics-toolkit

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Add dynamic exclusion time / Theiler window to Kraskov calculators #35

Closed GoogleCodeExporter closed 9 years ago

GoogleCodeExporter commented 9 years ago

This can easily be done for single-time series estimations, by changing the 
code which avoids the same time step to avoid multiple time steps around that.
Presumably we should actually alter the psi(N) here too I think, since we don't 
have a full set of N points going into every neighbourhood count then.

To implement this for the ensemble method would be tricky, and I don't think we 
should try this in the first pass.

Original issue reported on code.google.com by joseph.lizier on 31 Oct 2014 at 3:54

GoogleCodeExporter commented 9 years ago

This issue was closed by revision r581.

Original comment by joseph.lizier on 25 Nov 2014 at 12:32

Changed state: Fixed

GoogleCodeExporter commented 9 years ago

Verified by unit tests committed in revision r582.

Original comment by joseph.lizier on 25 Nov 2014 at 12:35

Changed state: Verified

GoogleCodeExporter commented 9 years ago

Noting that we are not adjusting the psi(N) in light of the number of available 
samples being slightly less than N (TRENTOOL does not do this). I've made a 
todo note in the code regarding whether we should revisit this later.

Original comment by joseph.lizier on 25 Nov 2014 at 12:36