ITE / CHANGELOG.txt

Author Commit Message Labels Comments Date
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
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
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
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
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
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
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
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
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
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
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
Zoltan Szabo avatarZoltan Szabo
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/174-arfit?download=true'; see 'ITE_install.m'.
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release-0.25
Zoltan Szabo avatarZoltan Szabo
MMD estimation based on U- and V-statistics: 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).
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release-0.24
Zoltan Szabo avatarZoltan Szabo
'MMDonline' renamed to 'MMD_online'; see 'DMMD_online_initialization.m', 'DMMD_online_estimation.m'; 'IMMD_DMMD_initialization.m': modified accordingly.
Zoltan Szabo avatarZoltan Szabo
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 I-estimators (the estimations have not changed). Some comment unification: carried out.
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release-0.23
Zoltan Szabo avatarZoltan Szabo
Verification of the H/I/D/C function arguments: unified across different estimators. Further verification (compatibility of ds and Y): added to I-estimators (the estimations themselves have not changed). Some comment unification: carried out.
Zoltan Szabo avatarZoltan Szabo
Cauchy-Schwartz 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'.
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release-0.22
Zoltan Szabo avatarZoltan Szabo
Cross (C) cost object type, cross-entropy estimation based on k-nearest neighbors, Kullback-Leibler divergence meta estimator based on cross-entropy 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'.
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release-0.21
Zoltan Szabo avatarZoltan Szabo
'IGV_estimation.m': added (#2); documentation: modified accordingly.
Zoltan Szabo avatarZoltan Szabo
(i) Two Shannon entropy estimators based on the distance (KL divergence) from the uniform/Gaussian distributions, (ii) Shannon entropy estimator based on Voronoi regions: added; see 'HShannon_DShannon_U_initialization.m', 'HShannon_DShannon_U_estimation.m', 'HShannon_DShannon_N_initialization.m', 'HShannon_DShannon_N_estimation.m', 'HShannon_Voronoi_initialization.m', 'HShannon_Voronoi_estimation.m'. The documentation of the ITE package has been banished to 'https://bitbucket.org/szzoli/ite/downloads': Downloads.
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release-0.20
Zoltan Szabo avatarZoltan Szabo
2 k-nearest neighbor based Kullback-Leibler divergence estimators: added; see 'DKL_kNN_k_initialization.m', 'DKL_kNN_k_estimation.m', 'DKL_kNN_kiTi_initialization.m', 'DKL_kNN_kiTi_estimation.m'.
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release-0.19
Zoltan Szabo avatarZoltan Szabo
compute_CDSS.cpp: 'sqrt(T)' -> 'sqrt(double(T))', to increase compatibility with compilers.
Zoltan Szabo avatarZoltan Szabo
Note on Jensen-Shannon divergence: deleted (doc).
Zoltan Szabo avatarZoltan Szabo
8 sample spacing based 1d Shannon/Rényi entropy estimators: added; see 'HShannon_spacing_V_initialization.m', 'HShannon_spacing_V_estimation.m', 'HShannon_spacing_Vb_initialization.m', 'HShannon_spacing_Vb_estimation.m', 'HShannon_spacing_Vpconst_initialization.m', 'HShannon_spacing_Vpconst_estimation.m', 'HShannon_spacing_Vplin_initialization.m', 'HShannon_spacing_Vplin_estimation.m', 'HShannon_spacing_LL_initialization.m', 'HShannon_spacing_LL_estimation.m', 'HRenyi_spacing_V_initialization.m', 'HRenyi_spacing_V_estimation.m', 'HRenyi_spacing_E_initialization.m', 'HRenyi_spacing_E_estimation.m', 'HRenyi_CDSS_initialization.m', 'HRenyi_CDSS_estimation.m'.
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release-0.18
Zoltan Szabo avatarZoltan Szabo
minimum spanning tree, geodesic spanning forest: references updated (doc+comments); For the latter, see 'HRenyi_MST_estimation', 'HRenyi_GSF_estimation.m'.
Zoltan Szabo avatarZoltan Szabo
A note on a built-in helping automatism of meta estimators: added (comments); see 'HTsallis_HRenyi_initialization.m', 'IRenyi_DRenyi_initialization.m', 'IRenyi_HRenyi_initialization.m', 'ITsallis_DTsallis_initialization.m'.
Zoltan Szabo avatarZoltan Szabo
'co.mul=mult' -> 'co.mult=mult' typos corrected (to be precise, the computations were OK); see 'ITsallis_DTsallis_initialization.m', 'IShannon_HShannon_initialization.m', 'IRenyi_HRenyi_initialization.m', 'IRenyi_DRenyi_initialization.m', 'IL2_DL2_initialization.m', 'Icomplex_initialization.m', 'HRPensemble_initialization.m', 'Hensemble_initialization.m', 'Hcomplex_initialization.m'
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