Adding Clojure examples 2, 3 and 4, and changing example 1 to use the let formalism.

This commit is contained in:
joseph.lizier 2014-09-09 04:30:56 +00:00
parent f9c03e86c4
commit b610494fcf
5 changed files with 193 additions and 7 deletions

View File

@ -23,13 +23,16 @@
; Import relevant classes:
(import infodynamics.measures.discrete.TransferEntropyCalculatorDiscrete)
; Generate some random binary data.
(def sourceArray (int-array (take 100 (repeatedly #(rand-int 2)))))
(def destArray (int-array (cons 0 (butlast sourceArray)))) ; shifts sourceArray by 1
(def sourceArray2 (int-array (take 100 (repeatedly #(rand-int 2)))))
(let
; Generate some random binary data.
[sourceArray (int-array (take 100 (repeatedly #(rand-int 2))))
destArray (int-array (cons 0 (butlast sourceArray))) ; shifts sourceArray by 1
sourceArray2 (int-array (take 100 (repeatedly #(rand-int 2))))
; Create TE calculator
teCalc (TransferEntropyCalculatorDiscrete. 2 1)
]
; Create a TE calculator and run it:
(def teCalc (TransferEntropyCalculatorDiscrete. 2 1))
; Initialise the TE calculator and run it:
(.initialise teCalc)
(.addObservations teCalc sourceArray destArray)
(println "For copied source, result should be close to 1 bit : "
@ -40,3 +43,4 @@
(println "For random source, result should be close to 0 bits : "
(.computeAverageLocalOfObservations teCalc))
)

View File

@ -0,0 +1,45 @@
;
; Java Information Dynamics Toolkit (JIDT)
; Copyright (C) 2012, Joseph T. Lizier
;
; This program is free software: you can redistribute it and/or modify
; it under the terms of the GNU General Public License as published by
; the Free Software Foundation, either version 3 of the License, or
; (at your option) any later version.
;
; This program is distributed in the hope that it will be useful,
; but WITHOUT ANY WARRANTY; without even the implied warranty of
; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
; GNU General Public License for more details.
;
; You should have received a copy of the GNU General Public License
; along with this program. If not, see <http://www.gnu.org/licenses/>.
;
; = Example 2 - Transfer entropy on multidimensional binary data =
; Simple transfer entropy (TE) calculation on multidimensional binary data using the discrete TE calculator.
; Import relevant classes:
(import infodynamics.measures.discrete.TransferEntropyCalculatorDiscrete)
(let
; Create many columns in a multidimensional array (2 rows by 100 columns),
; where the next time step (row 2) copies the value of the column on the left
; from the previous time step (row 1):
[row1 (int-array (take 100 (repeatedly #(rand-int 2))))
row2 (int-array (cons (aget row1 99) (butlast row1))) ; shifts row1 by 1
twoDTimeSeriesClojure (into-array (map int-array [row1 row2]))
; Create TE calculator
teCalc (TransferEntropyCalculatorDiscrete. 2 1)
]
; Initialise the TE calculator and run it:
(.initialise teCalc)
; Add observations of transfer across one cell to the right per time step:
(.addObservations teCalc twoDTimeSeriesClojure 1)
(println "The result should be close to 1 bit here, since we are executing copy operations of what is effectively a random bit to each cell here:"
(.computeAverageLocalOfObservations teCalc))
)

View File

@ -0,0 +1,65 @@
;
; Java Information Dynamics Toolkit (JIDT)
; Copyright (C) 2012, Joseph T. Lizier
;
; This program is free software: you can redistribute it and/or modify
; it under the terms of the GNU General Public License as published by
; the Free Software Foundation, either version 3 of the License, or
; (at your option) any later version.
;
; This program is distributed in the hope that it will be useful,
; but WITHOUT ANY WARRANTY; without even the implied warranty of
; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
; GNU General Public License for more details.
;
; You should have received a copy of the GNU General Public License
; along with this program. If not, see <http://www.gnu.org/licenses/>.
;
; = Example 3 - Transfer entropy on continuous data using kernel estimators =
; Simple transfer entropy (TE) calculation on continuous-valued data using the (box) kernel-estimator TE calculator.
; Import relevant classes:
(import infodynamics.measures.continuous.kernel.TransferEntropyCalculatorKernel)
(import java.util.Random)
(def rg (Random.))
(let
[numObservations 1000
covariance 0.4
; Generate some random normalised data.
sourceArray (double-array (take numObservations (repeatedly #(.nextGaussian rg))))
destArray (double-array
(cons 0
(map +
(map (partial * covariance) (butlast sourceArray))
(map (partial * (- covariance 1)) (double-array (take (- numObservations 1) (repeatedly #(.nextGaussian rg))))) )))
sourceArray2 (double-array (take numObservations (repeatedly #(.nextGaussian rg))))
teCalc (TransferEntropyCalculatorKernel. )
]
; Set up the calculator
(.setProperty teCalc "NORMALISE" "true")
(.initialise teCalc 1 0.5) ; Use history length 1 (Schreiber k=1), kernel width of 0.5 normalised units
(.setObservations teCalc sourceArray destArray)
; For copied source, should give something close to expected value for correlated Gaussians:
(println "TE result " (.computeAverageLocalOfObservations teCalc)
" expected to be close to " (/ (Math/log (/ 1 (- 1 (* covariance covariance)))) (Math/log 2))
" for these correlated Gaussians but biased upward")
(.initialise teCalc ) ; Initialise leaving the parameters the same
(.setObservations teCalc sourceArray2 destArray)
; For random source, it should give something close to 0 bits
(println "TE result " (.computeAverageLocalOfObservations teCalc)
" expected to be close to 0 bits for these uncorrelated Gaussians but will be biased upward")
; We can get insight into the bias by examining the null distribution:
(def nullDist (.computeSignificance teCalc 100))
(println "Null distribution for unrelated source and destination "
"(i.e. the bias) has mean " (.getMeanOfDistribution nullDist)
" and standard deviation " (.getStdOfDistribution nullDist))
)

View File

@ -0,0 +1,71 @@
;
; Java Information Dynamics Toolkit (JIDT)
; Copyright (C) 2012, Joseph T. Lizier
;
; This program is free software: you can redistribute it and/or modify
; it under the terms of the GNU General Public License as published by
; the Free Software Foundation, either version 3 of the License, or
; (at your option) any later version.
;
; This program is distributed in the hope that it will be useful,
; but WITHOUT ANY WARRANTY; without even the implied warranty of
; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
; GNU General Public License for more details.
;
; You should have received a copy of the GNU General Public License
; along with this program. If not, see <http://www.gnu.org/licenses/>.
;
; = Example 4 - Transfer entropy on continuous data using Kraskov estimators =
; Simple transfer entropy (TE) calculation on continuous-valued data using the Kraskov-estimator TE calculator.
; Import relevant classes:
(import infodynamics.measures.continuous.kraskov.TransferEntropyCalculatorKraskov)
(import java.util.Random)
(def rg (Random.))
(let
[numObservations 1000
covariance 0.4
; Generate some random normalised data.
sourceArray (double-array (take numObservations (repeatedly #(.nextGaussian rg))))
destArray (double-array
(cons 0
(map +
(map (partial * covariance) (butlast sourceArray))
(map (partial * (- covariance 1)) (double-array (take (- numObservations 1) (repeatedly #(.nextGaussian rg))))) )))
sourceArray2 (double-array (take numObservations (repeatedly #(.nextGaussian rg))))
teCalc (TransferEntropyCalculatorKraskov. )
]
; Set up the calculator
(.setProperty teCalc "k" "4") ; Use Kraskov parameter K=4 for 4 nearest points
(.initialise teCalc 1) ; Use history length 1 (Schreiber k=1)
; Perform calculation with correlated source:
(.setObservations teCalc sourceArray destArray)
; Note that the calculation is a random variable (because the generated
; data is a set of random variables) - the result will be of the order
; of what we expect, but not exactly equal to it; in fact, there will
; be a large variance around it.
(println "TE result " (.computeAverageLocalOfObservations teCalc)
" nats expected to be close to " (Math/log (/ 1 (- 1 (* covariance covariance))))
" nats for these correlated Gaussians")
; Perform calculation with uncorrelated source:
(.initialise teCalc ) ; Initialise leaving the parameters the same
(.setObservations teCalc sourceArray2 destArray)
; For random source, it should give something close to 0 bits
(println "TE result " (.computeAverageLocalOfObservations teCalc)
" nats expected to be close to 0 nats for these uncorrelated Gaussians")
; We can also compute the local TE values for the time-series samples here:
; (See more about utility of local TE in the CA demos)
(def localTE (.computeLocalOfPreviousObservations teCalc))
(println "Notice that the mean of locals, "
(/ (reduce + localTE) (- numObservations 1))
" nats, equals the previous result")
)

View File

@ -7,5 +7,6 @@
:url "http://www.gnu.org/licenses/gpl.html"
:distribution :repo
}
:dependencies [[org.clojure/clojure "1.6.0"] [me.lizier/jidt "LATEST"] ])
:dependencies [[org.clojure/clojure "1.6.0"]
[me.lizier/jidt "LATEST"] ])