TEnt of discrete variable timeseries. Added example.#47
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evanfeinberg wants to merge 4 commits intomsmbuilder:masterfrom
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TEnt of discrete variable timeseries. Added example.#47evanfeinberg wants to merge 4 commits intomsmbuilder:masterfrom
evanfeinberg wants to merge 4 commits intomsmbuilder:masterfrom
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Not sure why it failed, the same exact test (test_adaptive()) works fine on vsp-compute.
that's within the tolerance. |
Member
It's been finicky, don't worry. |
Member
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I'm adding docs in #46 Update: I've made an example for mutual information. So no need to worry about it. |
Member
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Also, just a reminder to add the other bugfix you had (no rush!) |
Member
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Just a heads up that #46 has been merged, so we'll have to rebase this. |
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In this PR, we add the ability to directly compute transfer entropy with timeseries containing discrete random variables or, equivalently, continuous data that has been pre-binned. This has been accomplished by adding a
n_bins=Nonetoentropy(). Ifn_bins=None,entropy()will computecountswithnumpy.bincount(), which will directly count the frequency of each discrete label for each variable. This functionality is added at a higher level toncmutinf(), which gives the option of passinginttimeseries andn_bins=None, which will then compute Transfer Entropy in the way described above.In addition, an example has been added in an
examplesfolder demonstrating a usage of the above and generally how to flexibly use theMDEntropyAPI.