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Author Commit Message Labels Comments Date
Zoltan Szabo avatarZoltan Szabo
README.md: Download links: v0.38 -> v0.39.
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.39 for changeset 63da91618e4d
Zoltan Szabo avatarZoltan Szabo
Symmetric Bregman distance estimation based on (i) nonsymmetric Bregman distance, (ii) k-nearest neighbors: added; see 'DsymBregman_DBregman_initialization.m', 'DsymBregman_DBregman_estimation.m', 'DsymBregman_kNN_k_initialization.m', 'DsymBregman_kNN_k_estimation.m'.
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release-0.39
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.38 for changeset 2c2556bc0b35
Zoltan Szabo avatarZoltan Szabo
Jensen-Tsallis divergence and Bregman distance estimation: added; see 'DJensenTsallis_HTsallis_initialization.m', 'DJensenTsallis_HTsallis_estimation.m', 'DBregman_kNN_k_initialization.m' and 'DBregman_kNN_k_estimation.m'.
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release-0.38
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.37 for changeset d0b19a8f2cc4
Zoltan Szabo avatarZoltan Szabo
K and L divergence estimation: added; see 'DK_DKL_initialization.m', 'DK_DKL_estimation.m', 'DL_DKL_initialization.m', 'DL_DKL_estimation.m'. Handling 'Y==Q' in case of co.kNNmethod = 'knnsearch': included; see 'kNN_squared_distances.m'. Dimension verification: added to (i) meta estimators, see 'ITsallis_DTsallis_estimation.m', 'DEnergyDist_DMMD_estimation.m', 'DJdistance_estimation.m', 'DJensenRenyi_HRenyi_estimation.m', 'DJensenShannon_HShannon_estimation.m', 'DKL_CCE_HShannon_estimation.m'; (ii) utilities; see 'estimate_Dtemp1.m', 'estimate_Dtemp2.m'.
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release-0.37
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.36 for changeset d708ee03edee
Zoltan Szabo avatarZoltan Szabo
Jensen-Renyi divergence, Jensen-Shannon divergence estimation: added; see 'DJensenRenyi_HRenyi_initialization.m', 'DJensenRenyi_HRenyi_estimation.m', 'DJensenShannon_HShannon_initialization.m' and 'DJensenShannon_HShannon_estimation.m'.
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release-0.36
Zoltan Szabo avatarZoltan Szabo
An alternative Jacobi optimization based ICA solution with general entropy/mutual information estimators: added; see 'estimate_ICA.m', 'estimate_ICA_Jacobi2.m'. The method is using a different fining scheme in the rotation angle search compared to 'estimate_ICA_Jacobi1.m'.
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.34 for changeset 5da18f8d3830
Zoltan Szabo avatarZoltan Szabo
Jacobi optimization based ICA solution with general entropy/mutual information estimators: added; see 'estimate_ICA.m', 'estimate_ICA_Jacobi1.m'
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release-0.34
Zoltan Szabo avatarZoltan Szabo
CHANGELOG.txt: 'two ... estimator' typo: corrected.
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.33 for changeset e448f3f1fe3d
Zoltan Szabo avatarZoltan Szabo
Two one-dimensional Shannon entropy estimator based on the maximum entropy method: added; see 'HShannon_MaxEnt1_initialization.m', 'HShannon_MaxEnt1_estimation.m', 'HShannon_MaxEnt2_initialization.m', 'HShannon_MaxEnt2_estimation.m'.
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release-0.33
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.32 for changeset 2e8afa03d343
Zoltan Szabo avatarZoltan Szabo
ICA and ISA structures: introduced for unified treatment of the estimators. It will also enable embedding of general ICA optimization algorithms such as the Jacobi method. Some variables: renamed; see ARmethod_parameters -> AR, ARXmethod_parameters -> ARX, fARmethod_parameters -> fAR, MAparameters -> MA, gaussianizationmethod_parameters -> gaussianization. 'estimate_mAR.m': 'stepwiseLS' method deleted. Example 20 (ISA-3): cost_type = 'KGV' typo corrected (-> cost_type = 'Ipairwise1d'; doc). 'kdpee.c': MSVC does not provide log2. A more elegant solution: added.
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release-0.32
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.31 for changeset 5810f95b0301
Zoltan Szabo avatarZoltan Szabo
EASI real/complex ICA method, adaptive (k-d) partitioning based Shannon entropy estimation: added; see 'estimate_ICA_EASI.m', 'estimate_ICA.m', 'estimate_complex_ICA.m', 'HShannon_KDP_initialization.m', 'HShannon_KDP_estimation.m'.
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release-0.31
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.30 for changeset d50e55c594ab
Zoltan Szabo avatarZoltan Szabo
Upper tail dependence via conditional Spearman's rho, multivariate conditional version of Spearman's rho weighting the lower tail: added; see 'ASpearman_U_initialization.m', 'ASpearman_U_estimation.m', 'ASpearman_ut_initialization.m', 'ASpearman_ut_estimation.m'.
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release-0.30
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.29 for changeset 2e7c93c7bebd
Zoltan Szabo avatarZoltan Szabo
Multivariate conditional version of Spearman's rho weighting the lower tail, lower tail dependence via conditional Spearman's rho: added; see 'ASpearman_lt_initialization.m', 'ASpearman_lt_estimation.m', 'ASpearman_L_initialization.m', 'ASpearman_L_estimation.m'. Notes on lower- and upper orthant dependence: added (doc: see 'Spearman1' and 'Spearman2').
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release-0.29
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.28 for changeset 1e31d39df3bb
Zoltan Szabo avatarZoltan Szabo
Multivariate extension of Blomqvist's beta (medial correlation coefficient), average pairwise Spearman's rho: added; see 'ABlomqvist_initialization.m', 'ABlomqvist_estimation.m', 'ASpearman4_initialization.m', 'ASpearman4_estimation.m'. Definition of multivariate measure of concordance and -independence measure: added (doc). Further references: included; see 'ISW1_estimation.m', 'ISWinf_estimation.m', 'ASpearman1_estimation.m', 'ASpearman2_estimation.m', 'ASpearman3_estimation.m', +doc.
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release-0.28
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.27 for changeset fa6edf9f502c
Zoltan Szabo avatarZoltan Szabo
Correntropy, centered correntropy, correntropy coefficient, correntropy induced metric, centered correntropy induced metric, approximate correntropy independence measure estimators: added; see 'ACorrEntr_KDE_direct_initialization.m', 'ACorrEntr_KDE_direct_estimation.m', 'ACCorrEntr_KDE_iChol_initialization.m', 'ACCorrEntr_KDE_iChol_estimation.m', 'ACCorrEntr_KDE_Lapl_initialization.m', 'ACCorrEntr_KDE_Lapl_estimation.m', 'ACorrEntrCoeff_KDE_direct_initialization.m', 'ACorrEntrCoeff_KDE_direct_estimation.m', 'ACorrEntrCoeff_KDE_iChol_initialization.m', 'ACorrEntrCoeff_KDE_iChol_estimation.m', 'ACIM_initialization.m', 'ACIM_estimation.m', 'ACCIM_initialization.m', 'ACCIM_estimation.m', 'IApprCorrEntr_initialization.m', 'IApprCorrEntr_estimation.m'. Handling of identically constant random variables in distance correlation computation: included; see 'IdCor_estimation.m'.
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release-0.27
Zoltan Szabo avatarZoltan Szabo
Handling of identically constant random variables in distance correlation computation: included; see 'IdCor_estimation.m'.
Zoltan Szabo avatarZoltan Szabo
Added tag release-0.26 for changeset 750bcf2a9dbe
Zoltan Szabo avatarZoltan Szabo
Energy distance-, distance covariance- via HSIC, energy distance estimation via MMD: added; see 'DEnergyDist_initialization.m', 'DEnergyDist_estimation.m', 'IdCov_IHSIC_initialization.m', 'IdCov_IHSIC_estimation.m', 'DEnergyDist_DMMD_initialization.m', 'DEnergyDist_DMMD_estimation'. We computed the square of distance correlation: sqrt added, see 'IdCor_estimation.m'. The ARfit website is again available: 'ITE_install.m' changed to its original form.
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release-0.26
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