continuous

package
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Published: Apr 3, 2019 License: MIT Imports: 5 Imported by: 3

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Index

Constants

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Variables

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Functions

func Distance

func Distance(a, b []float64, indices []int) float64

Distance calculates the distance between to vectors, given the set of indices

func FrenzelPompe

func FrenzelPompe(xyz [][]float64, xIndices, yIndices, zIndices []int, k int, eta bool) float64

FrenzelPompe is an implementation of S. Frenzel and B. Pompe. Partial mutual information for coupling analysis of multivariate time series. Phys. Rev. Lett., 99:204101, Nov 2007. The function assumes that the data xyz is normalised column-wise

func Harmonic

func Harmonic(n int) (r float64)

Harmonic calculates the harmonic according to A. Kraskov, H. Stoegbauer, and P. Grassberger. Estimating mutual information. Phys. Rev. E, 69:066138, Jun 2004.

func KraskovStoegbauerGrassberger1

func KraskovStoegbauerGrassberger1(xy [][]float64, xIndices, yIndices []int, k int, eta bool) (r float64)

KraskovStoegbauerGrassberger1 is an implementation of the first algorithm presented in A. Kraskov, H. Stoegbauer, and P. Grassberger. Estimating mutual information. Phys. Rev. E, 69:066138, Jun 2004. The function assumes that the data xyz is normalised column-wise

func KraskovStoegbauerGrassberger2

func KraskovStoegbauerGrassberger2(xy [][]float64, xIndices, yIndices []int, k int, eta bool) (r float64)

KraskovStoegbauerGrassberger2 is an implementation of the second algorithm presented in A. Kraskov, H. Stoegbauer, and P. Grassberger. Estimating mutual information. Phys. Rev. E, 69:066138, Jun 2004. The function assumes that the data xyz is normalised column-wise

func Normalise

func Normalise(data [][]float64, verbose bool) ([][]float64, []float64, []float64)

Normalise can be used to normalise the data before passing it to FrenzelPompe or KraskovStoegbauerGrassberger1/2. This function calls NormaliseByDomain

func NormaliseByDomain

func NormaliseByDomain(data [][]float64, min, max []float64, verbose bool) [][]float64

NormaliseByDomain can be used to normalise the data before passing it to FrenzelPompe or KraskovStoegbauerGrassberger1/2 It takes the data and the minimum and maximum values per column

Types

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