giefstat


Namegiefstat JSON
Version 1.0.0 PyPI version JSON
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home_pagehttps://github.com/Ulti-Dreisteine/general-information-estimation-framework
SummaryPackage for information estimation, independence test, causal structure mining, etc.
upload_time2024-01-10 14:25:52
maintainer
docs_urlNone
authorDreisteine
requires_python>=3.8.0
licenseMIT
keywords python information estimation time series transfer entropy
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bugtrack_url
requirements No requirements were recorded.
Travis-CI No Travis.
coveralls test coverage No coveralls.
            ### general-information-estimation-framework (GIEF)

### Package Info

https://pypi.org/search/?q=giefstat

### Project Purpose

This project aims to lay a basis for:
1. computing higher-order information interactions between different types (discrete & continuous) of variables
2. uncovering complex associations and causal relationships in high-dimensional, nonlinear and nonstationary data

### Project Structure

```
    |-- giefstat
    |   |
    |   |-- __init__.py
    |   |-- setting.py                      # 项目设置
    |   |-- util.py                         # 通用工具
    |   |
    |   |-- coefficient                     # 基于KNN和KDE等方法的数据信息计算和关联估计方法
    |   |   |-- __init__.py
    |   |   |
    |   |   |-- corr_coeff                  # 常见相关系数
    |   |   |   |-- __init__.py
    |   |   |   |-- coeff.py                # Pearson系数、Spearman系数和距离相关系数
    |   |   |
    |   |   |-- mi_gief                     # 通用信息估计
    |   |   |   |-- __init__.py
    |   |   |   |-- entropy                 # 信息熵
    |   |   |   |   |-- __init__.py
    |   |   |   |   |-- cond_entropy.py     # 条件熵估计
    |   |   |   |   |-- marg_entropy.py     # 边际熵估计
    |   |   |   |-- mutual_info
    |   |   |       |-- __init__.py
    |   |   |       |-- _kraskov.py         # 由Kraskov等提出的K近邻互信息估计
    |   |   |       |-- _ross.py            # 由Ross等提出的互信息估计
    |   |   |       |-- mi.py               # 互信息估计
    |   |   |       |-- cmi.py              # 条件互信息估计
    |   |   |
    |   |   |-- mi_kde                      # 基于KDE的边际熵和互信息估计
    |   |   |   |-- __init__.py
    |   |   |   |-- kde.py  
    |   |   |
    |   |   |-- mic                         # 最大信息系数
    |   |   |   |-- __init__.py
    |   |   |   |-- _mic_rmic.py            # MIC和RMIC计算
    |   |   |   |-- mi_cmi.py               # 基于MIC和RMIC的互信息和条件互信息估计
    |   |   |   |-- rgsr.pickle             # RMIC中用于修正MIC下界的回归模型
    |   |   |
    |   |   |-- mi_model
    |   |   |   |-- __init__.py
    |   |   |   |-- mi_cmi.py               # 基于机器学习预测模型的关联和条件关联系数估计
    |   |   |
    |   |   |-- mi_quant
    |   |       |-- __init__.py
    |   |       |-- _quant_darbellay.py     # Darbellay数据离散化方法
    |   |       |-- mi_classic.py           # 基于经典等距和等频离散化的互信息估计
    |   |       |-- mi_darbellay.py         # 基于Darbellay离散化的互信息估计
    |   |   
    |   |-- independence_test
    |   |   |-- __init__.py
    |   |   |-- surrog_indep_test.py        # 基于Bootstrap的关联度量和独立性检验
    |   |
    |   |-- time_series                     # 时序关联和因果挖掘
    |   |   |-- __init__.py
    |   |   |-- util.py                     # 序列符号化、时延峰解析等工具
    |   |   |-- td_assoc_analysis.py        # 成对时延关联分析
    |   |   |-- transfer_entropy.py         # 成对时延传递熵检验
    |   |   |-- partial_transfer_entropy.py # 成对时延偏传递熵检验
    |   
    |-- test                                # 对应方法的单元测试和应用案例
    |   |-- coefficient
    |   |   |-- corr_coeff
    |   |   |   |-- test.py                 # unittest
    |   |   |-- mi_gief
    |   |   |   |-- test.py                 # unittest
    |   |   |-- mi_kde
    |   |   |   |-- test.py                 # unittest
    |   |   |-- mi_model
    |   |   |-- |-- test.py                 # unittest
    |   |   |-- mi_quant
    |   |   |-- |-- test.py                 # unittest
    |   |   |-- mic
    |   |   |-- |-- test.py                 # unittest
    |   |
    |   |-- independence_test
    |   |-- |-- test_surrog_indep_test.py   # 案例测试
    |   |
    |   |-- time_series
    |   |-- |-- test_td_assoc_analysis.py   # 案例测试
    |   |-- |-- test_transfer_entropy.py    # 案例测试
```
   
### Notes

1. <font color="red">根据FGD测试结果, 离散变量可被stdize_values处理后视为连续变量, 代入MI-GIEF中进行计算</font>
2. <font color="red">stdize_values在对连续变量处理过程时加入了噪音并归一化</font>


### References

1. A. Kraskov, H. Stoegbauer, P. Grassberger: Estimating Mutual Information. Physical Review E, 2003.
2. D. Lombardi, S. Pant: A Non-Parametric K-Nearest Neighbor Entropy Estimator. Physical Review E, 2015.
3. B. C. Ross: Mutual Information between Discrete and Continuous Data Sets. PLoS One, 2014.
4. https://github.com/dizcza/entropy-estimators
5. https://github.com/danielhomola/mifs

### Todos

1. 紧凑时序因果挖掘
2. 基于贝叶斯网络的独立性检验

            

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    "description": "### general-information-estimation-framework (GIEF)\n\n### Package Info\n\nhttps://pypi.org/search/?q=giefstat\n\n### Project Purpose\n\nThis project aims to lay a basis for:\n1. computing higher-order information interactions between different types (discrete & continuous) of variables\n2. uncovering complex associations and causal relationships in high-dimensional, nonlinear and nonstationary data\n\n### Project Structure\n\n```\n    |-- giefstat\n    |   |\n    |   |-- __init__.py\n    |   |-- setting.py                      # \u9879\u76ee\u8bbe\u7f6e\n    |   |-- util.py                         # \u901a\u7528\u5de5\u5177\n    |   |\n    |   |-- coefficient                     # \u57fa\u4e8eKNN\u548cKDE\u7b49\u65b9\u6cd5\u7684\u6570\u636e\u4fe1\u606f\u8ba1\u7b97\u548c\u5173\u8054\u4f30\u8ba1\u65b9\u6cd5\n    |   |   |-- __init__.py\n    |   |   |\n    |   |   |-- corr_coeff                  # \u5e38\u89c1\u76f8\u5173\u7cfb\u6570\n    |   |   |   |-- __init__.py\n    |   |   |   |-- coeff.py                # Pearson\u7cfb\u6570\u3001Spearman\u7cfb\u6570\u548c\u8ddd\u79bb\u76f8\u5173\u7cfb\u6570\n    |   |   |\n    |   |   |-- mi_gief                     # \u901a\u7528\u4fe1\u606f\u4f30\u8ba1\n    |   |   |   |-- __init__.py\n    |   |   |   |-- entropy                 # \u4fe1\u606f\u71b5\n    |   |   |   |   |-- __init__.py\n    |   |   |   |   |-- cond_entropy.py     # \u6761\u4ef6\u71b5\u4f30\u8ba1\n    |   |   |   |   |-- marg_entropy.py     # \u8fb9\u9645\u71b5\u4f30\u8ba1\n    |   |   |   |-- mutual_info\n    |   |   |       |-- __init__.py\n    |   |   |       |-- _kraskov.py         # \u7531Kraskov\u7b49\u63d0\u51fa\u7684K\u8fd1\u90bb\u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |   |       |-- _ross.py            # \u7531Ross\u7b49\u63d0\u51fa\u7684\u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |   |       |-- mi.py               # \u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |   |       |-- cmi.py              # \u6761\u4ef6\u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |   |\n    |   |   |-- mi_kde                      # \u57fa\u4e8eKDE\u7684\u8fb9\u9645\u71b5\u548c\u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |   |   |-- __init__.py\n    |   |   |   |-- kde.py  \n    |   |   |\n    |   |   |-- mic                         # \u6700\u5927\u4fe1\u606f\u7cfb\u6570\n    |   |   |   |-- __init__.py\n    |   |   |   |-- _mic_rmic.py            # MIC\u548cRMIC\u8ba1\u7b97\n    |   |   |   |-- mi_cmi.py               # \u57fa\u4e8eMIC\u548cRMIC\u7684\u4e92\u4fe1\u606f\u548c\u6761\u4ef6\u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |   |   |-- rgsr.pickle             # RMIC\u4e2d\u7528\u4e8e\u4fee\u6b63MIC\u4e0b\u754c\u7684\u56de\u5f52\u6a21\u578b\n    |   |   |\n    |   |   |-- mi_model\n    |   |   |   |-- __init__.py\n    |   |   |   |-- mi_cmi.py               # \u57fa\u4e8e\u673a\u5668\u5b66\u4e60\u9884\u6d4b\u6a21\u578b\u7684\u5173\u8054\u548c\u6761\u4ef6\u5173\u8054\u7cfb\u6570\u4f30\u8ba1\n    |   |   |\n    |   |   |-- mi_quant\n    |   |       |-- __init__.py\n    |   |       |-- _quant_darbellay.py     # Darbellay\u6570\u636e\u79bb\u6563\u5316\u65b9\u6cd5\n    |   |       |-- mi_classic.py           # \u57fa\u4e8e\u7ecf\u5178\u7b49\u8ddd\u548c\u7b49\u9891\u79bb\u6563\u5316\u7684\u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |       |-- mi_darbellay.py         # \u57fa\u4e8eDarbellay\u79bb\u6563\u5316\u7684\u4e92\u4fe1\u606f\u4f30\u8ba1\n    |   |   \n    |   |-- independence_test\n    |   |   |-- __init__.py\n    |   |   |-- surrog_indep_test.py        # \u57fa\u4e8eBootstrap\u7684\u5173\u8054\u5ea6\u91cf\u548c\u72ec\u7acb\u6027\u68c0\u9a8c\n    |   |\n    |   |-- time_series                     # \u65f6\u5e8f\u5173\u8054\u548c\u56e0\u679c\u6316\u6398\n    |   |   |-- __init__.py\n    |   |   |-- util.py                     # \u5e8f\u5217\u7b26\u53f7\u5316\u3001\u65f6\u5ef6\u5cf0\u89e3\u6790\u7b49\u5de5\u5177\n    |   |   |-- td_assoc_analysis.py        # \u6210\u5bf9\u65f6\u5ef6\u5173\u8054\u5206\u6790\n    |   |   |-- transfer_entropy.py         # \u6210\u5bf9\u65f6\u5ef6\u4f20\u9012\u71b5\u68c0\u9a8c\n    |   |   |-- partial_transfer_entropy.py # \u6210\u5bf9\u65f6\u5ef6\u504f\u4f20\u9012\u71b5\u68c0\u9a8c\n    |   \n    |-- test                                # \u5bf9\u5e94\u65b9\u6cd5\u7684\u5355\u5143\u6d4b\u8bd5\u548c\u5e94\u7528\u6848\u4f8b\n    |   |-- coefficient\n    |   |   |-- corr_coeff\n    |   |   |   |-- test.py                 # unittest\n    |   |   |-- mi_gief\n    |   |   |   |-- test.py                 # unittest\n    |   |   |-- mi_kde\n    |   |   |   |-- test.py                 # unittest\n    |   |   |-- mi_model\n    |   |   |-- |-- test.py                 # unittest\n    |   |   |-- mi_quant\n    |   |   |-- |-- test.py                 # unittest\n    |   |   |-- mic\n    |   |   |-- |-- test.py                 # unittest\n    |   |\n    |   |-- independence_test\n    |   |-- |-- test_surrog_indep_test.py   # \u6848\u4f8b\u6d4b\u8bd5\n    |   |\n    |   |-- time_series\n    |   |-- |-- test_td_assoc_analysis.py   # \u6848\u4f8b\u6d4b\u8bd5\n    |   |-- |-- test_transfer_entropy.py    # \u6848\u4f8b\u6d4b\u8bd5\n```\n   \n### Notes\n\n1. <font color=\"red\">\u6839\u636eFGD\u6d4b\u8bd5\u7ed3\u679c, \u79bb\u6563\u53d8\u91cf\u53ef\u88abstdize_values\u5904\u7406\u540e\u89c6\u4e3a\u8fde\u7eed\u53d8\u91cf, \u4ee3\u5165MI-GIEF\u4e2d\u8fdb\u884c\u8ba1\u7b97</font>\n2. <font color=\"red\">stdize_values\u5728\u5bf9\u8fde\u7eed\u53d8\u91cf\u5904\u7406\u8fc7\u7a0b\u65f6\u52a0\u5165\u4e86\u566a\u97f3\u5e76\u5f52\u4e00\u5316</font>\n\n\n### References\n\n1. A. Kraskov, H. Stoegbauer, P. Grassberger: Estimating Mutual Information. Physical Review E, 2003.\n2. D. Lombardi, S. Pant: A Non-Parametric K-Nearest Neighbor Entropy Estimator. Physical Review E, 2015.\n3. B. C. Ross: Mutual Information between Discrete and Continuous Data Sets. PLoS One, 2014.\n4. https://github.com/dizcza/entropy-estimators\n5. https://github.com/danielhomola/mifs\n\n### Todos\n\n1. \u7d27\u51d1\u65f6\u5e8f\u56e0\u679c\u6316\u6398\n2. \u57fa\u4e8e\u8d1d\u53f6\u65af\u7f51\u7edc\u7684\u72ec\u7acb\u6027\u68c0\u9a8c\n",
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