Commits
Author  Commit  Message  Labels  Comments  Approvals  Date 

Two onedimensional 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'.



Added tag release0.32 for changeset 2e8afa03d343




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 (ISA3): cost_type = 'KGV' typo corrected (> cost_type = 'Ipairwise1d'; doc). 'kdpee.c': MSVC does not provide log2. A more elegant solution: added.



Added tag release0.31 for changeset 5810f95b0301




EASI real/complex ICA method, adaptive (kd) 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'.



Added tag release0.30 for changeset d50e55c594ab




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'.



Added tag release0.29 for changeset 2e7c93c7bebd




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').



Added tag release0.28 for changeset 1e31d39df3bb




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.



Added tag release0.27 for changeset fa6edf9f502c




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'.



Handling of identically constant random variables in distance correlation computation: included; see 'IdCor_estimation.m'.




Added tag release0.26 for changeset 750bcf2a9dbe




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.



Added tag release0.25 for changeset 933410b35abe




Distance covariance, distance correlation estimation: added; see 'IdCov_initialization.m', 'IdCov_estimation.m', 'IdCor_initialization.m', 'IdCor_estimation.m'. Temporarily the homepage of the downloaded ARfit website seems to be unavailable. Download link changed to 'http://www.mathworks.com/matlabcentral/fileexchange/174arfit?download=true';; see 'ITE_install.m'.



Added tag release0.24 for changeset ec09b461d414




MMD estimation based on U and Vstatistics: added; see 'DMMD_Ustat_initialization.m', 'DMMD_Ustat_estimation.m', 'DMMD_Vstat_initialization.m', 'DMMD_Vstat_estimation.m'. Notes on HSIC, MMD and measures of concordance: added (doc).



'MMDonline' renamed to 'MMD_online'; see 'DMMD_online_initialization.m', 'DMMD_online_estimation.m'; 'IMMD_DMMD_initialization.m': modified accordingly.




Added tag release0.23 for changeset 0f83211d73fa




Association (A) cost object type and three multivariate extensions of Spearman's rho: added; see 'A_initialization.m', 'A_estimation.m', 'ASpearman1_initialization.m', 'ASpearman1_estimation.m', 'ASpearman2_initialization.m', 'ASpearman2_estimation.m', 'ASpearman3_initialization.m', 'ASpearman3_estimation.m'. Directory 'H_I_D_C' renamed to 'H_I_D_A_C'; 'ITE_install.m' modified accordingly. Verification of the H/I/D/C function arguments: unified across different estimators. Further verification (compatibility of ds and Y): added to Iestimators (the estimations have not changed). Some comment unification: carried out.



Verification of the H/I/D/C function arguments: unified across different estimators. Further verification (compatibility of ds and Y): added to Iestimators (the estimations themselves have not changed). Some comment unification: carried out.




Added tag release0.22 for changeset 0b610c478822




CauchySchwartz and Euclidean distance based quadratic mutual information and divergence estimators: added; see 'IQMI_CS_KDE_direct_initialization.m', 'IQMI_CS_KDE_direct_estimation.m', 'IQMI_CS_KDE_iChol_initialization.m', 'IQMI_CS_KDE_iChol_estimation.m', 'IQMI_ED_KDE_iChol_initialization.m', 'IQMI_ED_KDE_iChol_estimation.m', 'DCS_KDE_iChol_initialization.m', 'DCS_KDE_iChol_estimation.m', 'DED_KDE_iChol_initialization.m', 'DED_KDE_iChol_estimation.m'.



Added tag release0.21 for changeset 184c85ef01c6




Cross (C) cost object type, crossentropy estimation based on knearest neighbors, KullbackLeibler divergence meta estimator based on crossentropy and entropy: added; see 'C_initialization.m', 'C_estimation.m', 'CCE_kNN_k_initialization.m', 'CCE_kNN_k_estimation.m', 'DKL_CCE_HShannon_initialization.m', 'DKL_CCE_HShannon_estimation.m'.



'IGV_estimation.m': added (




Added tag release0.20 for changeset 30943a76caf1


