Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Y lack lags #9

Open
Gilnore opened this issue Nov 12, 2024 · 0 comments
Open

Y lack lags #9

Gilnore opened this issue Nov 12, 2024 · 0 comments

Comments

@Gilnore
Copy link

Gilnore commented Nov 12, 2024

For X = (X_t, …, X_t-n) and similarly Y, transfer entropy is H(Xt|X) - H(Xt|X, Y).

The make space code includes lags of X, but no lags of Y.

This means when doing the array manipulations with numpy and KdTree, each history windows of X is only pared against one value of Yt. The histories of Y is never taken into account of.

@Gilnore Gilnore changed the title The entire formulation is just incorrect. Y lack lags Nov 14, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant