TEnt of discrete variable timeseries. Added example. #47
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
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=None
toentropy()
. Ifn_bins=None
,entropy()
will computecounts
withnumpy.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 passingint
timeseries andn_bins=None
, which will then compute Transfer Entropy in the way described above.In addition, an example has been added in an
examples
folder demonstrating a usage of the above and generally how to flexibly use theMDEntropy
API.