Merge of the transfer entropy sources and fixes, modification to master - #5

Open

mafycek wants to merge 246 commits into

Commits on Sep 3, 2019

started rewriting base class DataField to python3 and xarray backend
Nikola Jajcay
committed
1fcb970
added assert for months variable
Nikola Jajcay
committed
410dc5b

Commits on Sep 4, 2019

finished basic datafield
Nikola Jajcay
committed
0e9e39d
add save method
Nikola Jajcay
committed
8195f3b
fix in save
Nikola Jajcay
committed
751855d
simple init for now
Nikola Jajcay
committed
4405e51
started with tests for geofield: load-save test
Nikola Jajcay
committed
e8e6f67

Commits on Sep 5, 2019

continue datafield tests
Nikola Jajcay
committed
5ca45ef
new tests and now datafield seems to work properly
Nikola Jajcay
committed
247db94
fix in deseasonalise
Nikola Jajcay
committed
1de1121

Commits on Sep 13, 2019

Implementation of transfer entropy and entropy according to Paly,2010
mafycek
committed
48d9ebe

Commits on Sep 14, 2019

Conditional transfer entropy
mafycek
committed
b09c1ae

Commits on Sep 16, 2019

Merge remote-tracking branch 'remotes/origin/rewrite/master' into hynek_refactoring_mutual_information_part
mafycek
committed
60ccc9e

Commits on Oct 4, 2019

Renyi entropy for k-th neighbor
mafycek
committed
5154c6a

Commits on Oct 9, 2019

Renyi entropy for k-th neighbor
mafycek
committed
bd73041

Commits on Oct 16, 2019

Testing of Renyi entropy
mafycek
committed
966ce0d

Commits on Oct 18, 2019

Fix of Renyi entropy of normal distribution
mafycek
committed
061fd15

Commits on Nov 26, 2019

Implementation of knn renyi entropy
mafycek
committed
90f76ae

Commits on Nov 29, 2019

Fix of knn estimator for Shannon entropy
mafycek
committed
4aeb222

Commits on Dec 2, 2019

Fixes of error and improvement of simulation of gaussian noise
mafycek
committed
3678ce5

Commits on Dec 9, 2019

Calculation of Renyi entropy
mafycek
committed
f8ef57c

Commits on Dec 30, 2019

Tests of the implementation
mafycek
committed
8b921b6

Commits on Jan 23, 2020

Poetry in the project
mafycek
committed
f8e359d

Commits on Jan 26, 2020

Roessler oscilator modification
mafycek
committed
b90cdb2
Sample generator from an array
mafycek
committed
2e2b821

Commits on Feb 2, 2020

Renyi transfer entropy
mafycek
committed
5504913
Improving error handling
mafycek
committed
e7db244

Commits on Feb 7, 2020

Fix of transfer entropy
mafycek
committed
3a02caa

Commits on Feb 9, 2020

Refactoring of mutual information
mafycek
committed
8e95f48

Commits on Feb 10, 2020

Fix of transfer entropy
mafycek
committed
8fc2063
Update support for sphinx
mafycek
committed
96fae3a
Fix of potentional errors during calculations
mafycek
committed
4ef80ba
Traceback of the calculation
mafycek
committed
7e2ae16

Commits on Feb 12, 2020

Fix of the name
mafycek
committed
2782d34
Fix of float64 overflow
mafycek
committed
a217b6f
Preparation of calculation
mafycek
committed
5a6815d

Commits on Feb 13, 2020

Improvement of mutual information
mafycek
committed
8bf612c
Improvement of mutual information
mafycek
committed
a9c039c
Fix of name epsilon
mafycek
committed
cce78f3

Commits on Feb 15, 2020

Finalization of transfer entropy calculation
mafycek
committed
d5ee8ec
Fix
mafycek
committed
adbdedc

Commits on Feb 16, 2020

Fix of minor issues
mafycek
committed
da1fb14
UTF coding marked at start
mafycek
committed
d5db437
Updated toml file
mafycek
committed
925118f
Updated structure of output data
mafycek
committed
cb2ce4b
Processing of transfer entropy
mafycek
committed
8dd2a47

Commits on Feb 17, 2020

Print shape of the solution
mafycek
committed
b063258
Improved comments
mafycek
committed
d677d58
Improved comments
mafycek
committed
4f703c0
Fix of issue with history
mafycek
committed
90fd82b
Skip in time of the propagator
mafycek
committed
319fb03
Sphinx documentation
mafycek
committed
b8de0b4

Commits on Feb 18, 2020

No cache option added
mafycek
committed
b8dafe1

Commits on Feb 21, 2020

Arbitrary precision calculation
mafycek
committed
a64e88d

Commits on Feb 22, 2020

Processing of transfer entropy
mafycek
committed
34101fa

Commits on Feb 23, 2020

Visualization of transfer entropy
mafycek
committed
38caa09
Visualization of transfer entropy
mafycek
committed
90b91cb

Commits on Feb 26, 2020

Interpolation was added to transfer entropy
mafycek
committed
f303a09
Maximal neighborhood added
mafycek
committed
8c1bce5
Maximal neighborhood fixed
mafycek
committed
eeb4682

Commits on Feb 28, 2020

Load a static dataset from dr. Paluš
mafycek
committed
cefe14f
Minor modification to the dataset loader
mafycek
committed
ae1d765

Commits on Mar 2, 2020

Refactoring of processing of TE
mafycek
committed
ebd6dca
Refactoring of processing of TE
mafycek
committed
a5f9e08
Refactoring of processing of TE
mafycek
committed
333897f
Fix of issue with history direction
mafycek
committed
755834e
Show exception error
mafycek
committed
844c343
Added history of both timeserie into account
mafycek
committed
6adaca3
Minor modification to handle mathematical definition
mafycek
committed
2f1ee5f
Fix of the modification
mafycek
committed
c635836

Commits on Mar 3, 2020

Entropy is calculated for each neighbor, processing later
mafycek
committed
1aea1f6
Minor fixes of samples and alphas
mafycek
committed
937e6f3
Fix of arrays, minor bug
mafycek
committed
e07d2ee
Fix of the modification
mafycek
committed
84c434e

Commits on Mar 4, 2020

Processing transfer entropy fix
mafycek
committed
2a3884f
Transfer entropy fix
mafycek
committed
892ae53

Commits on Mar 5, 2020

Fixes to calculation of entropy. Fix of data shift between X, Y.
mafycek
committed
8db8feb
Refactoring of transfer entropy
mafycek
committed
2dacaac
Shuffling for TE
mafycek
committed
935d8dd
Print shuffling indicator
mafycek
committed
885dcb9

Commits on Mar 6, 2020

Fix of issue
mafycek
committed
75ac3bb
Fix of data loads
mafycek
committed
7fa0ad5
Fix of shuffling issue with saving of results
mafycek
committed
40dea02
Fix of the missing dataset variable
mafycek
committed
b71a488
Additional info when calculating Roessler system
mafycek
committed
289058f
Fix of shuffling
mafycek
committed
dea991d
Fix of the processing of transfer entropy
mafycek
committed
a46de90

Commits on Mar 26, 2020

Modification for conditional information entropy
mafycek
committed
fbc8ac9
Modification for conditional information entropy
mafycek
committed
13b5739
Minor fir of sample generator
mafycek
committed
4091ffd

Commits on Mar 27, 2020

Minor fix of sample generator
mafycek
committed
4e4b7f5

Commits on Mar 28, 2020

Conditional mutual information
mafycek
committed
6c9f983
Conditional mutual information
mafycek
committed
8350ccb
Conditional mutual information
mafycek
committed
af7090f
Conditional mutual information
mafycek
committed
71fbc19

Commits on Mar 31, 2020

Fix of conditional information transfer. Fix for distance 0.
mafycek
committed
501ac17
Fix of mpmath.log2 missing
mafycek
committed
a769cc2

Commits on Apr 1, 2020

Fix of problems for arbitrary precision
mafycek
committed
8125c5c
Fix of problems for arbitrary precision
mafycek
committed
a624350

Commits on Apr 15, 2020

Prossed of raw dataset and plot of std
mafycek
committed
0247aa4

Commits on Apr 20, 2020

Updated CLIs to handle mutiple options for histories
mafycek
committed
e42d3c4

Commits on Apr 21, 2020

Refactoring of processing CLI options with commas
mafycek
committed
4e474fe
Refactoring of processing CLI options with commas
mafycek
committed
0b15410

Commits on Jun 9, 2020

Fix of issue from version 2.
mafycek
committed
6bd9a06

Commits on Jun 20, 2020

FIx of CLI for trensfer entropy
mafycek
committed
007b5ac
Processing transfer entropy
mafycek
committed
ff410cc

Commits on Jun 26, 2020

Improvement of CLIs
mafycek
committed
17e3acc
Show epsilons that would be used
mafycek
committed
3226854

Commits on Jun 27, 2020

Fix of the bug in configuration of integrator when more than one sample was generated
mafycek
committed
54f64d8

Commits on Jul 1, 2020

Adaptation for refactoring of Renyi entropy
mafycek
committed
d095e8a

Commits on Jul 2, 2020

eNew CLI for entropy calculation
mafycek
committed
aed671a
Add CLI support for sigma
mafycek
committed
a9c2b6b
Align Paly method as LP
mafycek
committed
bcc9abc

Commits on Jul 6, 2020

Verification of LeonenkoProzanto method
mafycek
committed
789a984

Commits on Jul 7, 2020

Fix of Gaussian entropy theoretical calculation. Test of theoretical calculation.
mafycek
committed
8b19c68

Commits on Jul 8, 2020

Modification of theoretical calculation
mafycek
committed
25e00b9
Fix of Paly method to follow changes in LeonenkoProzanto method
mafycek
committed
3b37a60

Commits on Jul 17, 2020

Fix of Paly method to follow changes in LeonenkoProzanto method
mafycek
committed
587758e

Commits on Aug 30, 2020

Generators of random non-normal random samples
mafycek
committed
7e4bf95
Generators of random non-normal random samples
mafycek
committed
633b024

Commits on Aug 31, 2020

sample_linear_depended_stable
mafycek
committed
879f61b
Fix of examples
mafycek
committed
a684633
Fix of examples
mafycek
committed
32733bd
Fix of examples
mafycek
committed
6b8da2b
Fix of examples
mafycek
committed
2959785
Fix of examples
mafycek
committed
232ebcb

Commits on Sep 8, 2020

Renyi entropy of Student t-distribution
mafycek
committed
d5c1d2e

Commits on Sep 28, 2020

Renyi entropy of Laplace distribution
mafycek
committed
b5dac6c
Update of poetry dependencies
mafycek
committed
9295ef6
Refactoring of the Renyi entropy simulation
mafycek
committed
4d2d47e

Commits on Nov 17, 2020

Improvement of Renyi entropy calculation
mafycek
committed
3885495

Commits on Nov 24, 2020

Finalization of the Renyi entropy script
mafycek
committed
bc64a74

Commits on Nov 26, 2020

Precalculated determinant added to the parameters
mafycek
committed
e14c624

Commits on Dec 1, 2020

Added dimension to the output for Renyi entropy calculation
mafycek
committed
e609e07
Fix of the determinant value
mafycek
committed
c8a653d

Commits on Dec 2, 2020

Fixed determinant that is used
mafycek
committed
1b76499
toml file added
mafycek
committed
75a649a

Commits on Dec 3, 2020

Extreme dimensionan fix
mafycek
committed
d554c61
Precalculated determinant added to the parameters, fix
mafycek
committed
9a657fc
Fix of warnings
mafycek
committed
529f159

Commits on Dec 8, 2020

Calculation of multiple correlations in batch
mafycek
committed
5003008

Commits on Dec 10, 2020

Strongly calculated matrix prepared
mafycek
committed
4853176

Commits on Dec 17, 2020

Improved interface of the entropy script
mafycek
committed
03f2f14

Commits on Dec 22, 2020

Preventing negative eigenvalues of the correlation matrix
mafycek
committed
1313a3c
Improved error logs
mafycek
committed
e577f7d

Commits on Jan 9, 2021

Processing of datasets and visualization of Renyi entropy calculation sets
mafycek
committed
a009927

Commits on Jan 17, 2021

Commits on Jan 20, 2021

Fix of the output to the files
mafycek
committed
2731432
Degrees of freedom in for student t-distribution
mafycek
committed
67ca012
Fix of the output
mafycek
committed
fedc398

Commits on Jan 25, 2021

Added base of the logarithm,
mafycek
committed
895fad5
Improvement of the visualization of the Renyi entropy
mafycek
committed
7e3fc57
Allow to generate random samples to a file
mafycek
committed
c5a044e

Commits on Jan 29, 2021

Flush after output to console
mafycek
committed
043fd0e
Update of the software
mafycek
committed
37f4ad5

Commits on Feb 3, 2021

Laplace distribution implementation partially finished.
mafycek
committed
f9b8132

Commits on Feb 4, 2021

Commits on Feb 6, 2021

Fixing conditional information transfer
mafycek
committed
8329c54

Commits on Feb 17, 2021

Improving calculation and making it along Renyi entropy calculation
mafycek
committed
820230c
Update of software
mafycek
committed
b6ce155

Commits on Feb 24, 2021

Refactoring of the transfer entropy and conditional information transfer
mafycek
committed
a3201ae
Added time to logs
mafycek
committed
00b51ff
Improvement of the logs
mafycek
committed
99f1f51

Commits on Mar 5, 2021

Fix of the output of figures and modification to handle conditional information transfer
mafycek
committed
667e155

Commits on Mar 6, 2021

Fix of conditional informational transfer processing
mafycek
committed
68ae4ad
Plot of Roessler oscilator from dataset
mafycek
committed
c46451b

Commits on Mar 18, 2021

Fixing sources to handle transfer entropy
mafycek
committed
40821cb
Fixes to the data processing
mafycek
committed
31b3859

Commits on Mar 27, 2021

Fixing minor issue
mafycek
committed
657bb6a

Commits on Mar 29, 2021

Merge branch 'master' into hynek_refactoring_mutual_information_part
mafycek
committed
9c85b3d
Var models and migration from 2.7 to 3
mafycek
committed
808deed

Commits on Mar 30, 2021

Migration of old 2.7 to 3
mafycek
committed
3e08755

Commits on Apr 15, 2021

Migration of old 2.7 to 3
mafycek
committed
ac2d139

Commits on Apr 18, 2021

Fixed of the conditional information transfer
mafycek
committed
6a0349f

Commits on May 12, 2021

Fix of the figure generation script
mafycek
committed
fb08903

Commits on May 23, 2021

Processing of GARCH process.
mafycek
committed
7c161a4
Update of packages
mafycek
committed
650745e

Commits on May 24, 2021

Fix of the Roessler system figures
mafycek
committed
63a9a67

Commits on May 28, 2021

Selection of dimensions
mafycek
committed
d7b8210

Commits on Aug 13, 2021

Update software libraries
mafycek
committed
4993f1f
Update Roessler system plot
mafycek
committed
ce618cf
GARCH update of dataset
mafycek
committed
85070fc
Improvement of the figures and sampling for 3d data
mafycek
committed
11a3257

Commits on Sep 10, 2021

Improved FE of transfer entropy calculation
mafycek
committed
f10672c
Data plugin for finacial data
mafycek
committed
5984343
Update of figures
mafycek
committed
5ad9093

Commits on Sep 14, 2021

Implementation of TE for financial datasets
mafycek
committed
44d447b

Commits on Sep 17, 2021

Commits on Sep 19, 2021

Improving finance visualization
mafycek
committed
937d8d7

Commits on Sep 21, 2021

wavelet new
Nikola Jajcay
committed
30274f4
massive tidy up
Nikola Jajcay
committed
ed796d1

Commits on Sep 23, 2021

Improving finance visualization
mafycek
committed
77826c1

Commits on Oct 3, 2021

SUpport for coinmate data
mafycek
committed
a047a1b

Commits on Oct 6, 2021

Update of poetry
mafycek
committed
6e9ab98
Added parameter of alpha for processing TE
mafycek
committed
378f533
Fixing problem with processing financial dataset
mafycek
committed
8f0b016
HitBTC support
mafycek
committed
74b1f94
Update of TE calculation for parametrization of alphas
mafycek
committed
9f4c232

Commits on Oct 27, 2021

more stuff
Nikola Jajcay
committed
85436b7
remove build
Nikola Jajcay
committed
e6c6791

Commits on Nov 1, 2021

more tests
Nikola Jajcay
committed
4bf8a7e
Merge pull request #4 from jajcayn/rewrite/geofield_tests
Nikola Jajcay
authored
3909e39
workflow
Nikola Jajcay
committed
3bb64f8
setup for cartopy
Nikola Jajcay
committed
2da5a61
setup for cartopy
Nikola Jajcay
committed
9e44d65
setup for ci
Nikola Jajcay
committed
055b06e
testing fixing
Nikola Jajcay
committed
f9debda
maybe now?
Nikola Jajcay
committed
5660312
more versions
Nikola Jajcay
committed
4cc5269
final before meltdown
Nikola Jajcay
committed
53e07b7
add iterate function
Nikola Jajcay
committed
0778911

Commits on Nov 2, 2021

more code to geofield and more tests
Nikola Jajcay
committed
921bcb1
add codecov.yml
Nikola Jajcay
committed
5c75ecd
more tests
Nikola Jajcay
committed
15e4fd2
mutual inf tests
Nikola Jajcay
committed
61f2154
mutual inf tests fix
Nikola Jajcay
committed
39718f6
do not test GCM
Nikola Jajcay
committed
30168cd
macos problems with p36 and cartopy
Nikola Jajcay
committed
688791e
finish tests for mutual inf
Nikola Jajcay
committed
cec10b9
add geoplot tests
Nikola Jajcay
committed
88412dd
started surrogate tests
Nikola Jajcay
committed
04f77f2
continue surrogate tests
Nikola Jajcay
committed
4d71553
try python3.10?
Nikola Jajcay
committed
7ba7907
try python3.10?
Nikola Jajcay
committed
37de7ce

Commits on Nov 3, 2021

CCTX example
mafycek
committed
2d5f577
finish surrogate tests
Nikola Jajcay
committed
61ed627
finish geofield tests
Nikola Jajcay
committed
fac82b4
rewrite SSA and add tests
Nikola Jajcay
committed
26ac4bf
edit functions and add tests
Nikola Jajcay
committed
8bd2dab
relax function tests
Nikola Jajcay
committed
2919d50
ignore empirical model in codecov for now
Nikola Jajcay
committed
e87491d

Commits on Nov 4, 2021

add num workers argument to geofield
Nikola Jajcay
committed
5f4d9a1
comment in empirical_model
Nikola Jajcay
committed
16632ab
Renyi entropy
mafycek
committed
8c34c1e

Commits on Nov 10, 2021

Renyi entropy restructuring into special file
mafycek
committed
eec9464
Fixing dependencies and arbitrary precision parameter
mafycek
committed
cba137c

Commits on Dec 1, 2021

Fix of the titles and labels of graphs for financial datasets
mafycek
committed
d41eab0

Commits on Dec 2, 2021

Fix of output figures for transfer entropy
mafycek
committed
ab2b2c0
Update packages
mafycek
committed
ceb0976
Merge branch 'master' into TE_merge
mafycek
committed
f98bf91

Commits on Dec 3, 2021

Merge remote-tracking branch 'origin/rewrite/master' into TE_merge
mafycek
committed
d66760d