"""Module for the discrete Miller-Madow transfer entropy estimator."""
from abc import ABC
from numpy import ndarray
from ... import Config
from ...utils.types import LogBaseType
from ..base import (
ConditionalTransferEntropyEstimator,
TransferEntropyEstimator,
)
from ..mixins import DiscreteTEMixin
from ..utils.discrete_transfer_entropy import combined_te_form
from ..utils.te_slicing import cte_observations, te_observations
[docs]
class BaseMillerMadowTEEstimator(DiscreteTEMixin, ABC):
"""Base class for discrete Miller-Madow transfer entropy estimators.
Attributes
----------
source, dest : array-like
The source (X) and destination (Y) data used to estimate the transfer entropy.
cond : array-like, optional
The conditional data used to estimate the conditional transfer entropy.
prop_time : int, optional
Number of positions to shift the data arrays relative to each other (multiple of
``step_size``).
Delay/lag/shift between the variables, representing propagation time.
Assumed time taken by info to transfer from source to destination.
Not compatible with the ``cond`` parameter / conditional TE.
Alternatively called `offset`.
step_size : int, optional
Step size between elements for the state space reconstruction.
src_hist_len, dest_hist_len : int, optional
Number of past observations to consider for the source and destination data.
cond_hist_len : int, optional
Number of past observations to consider for the conditional data.
Only used for conditional transfer entropy.
"""
def __init__(
self,
source,
dest,
*, # Enforce keyword-only arguments
cond=None,
prop_time: int = 0,
step_size: int = 1,
src_hist_len: int = 1,
dest_hist_len: int = 1,
cond_hist_len: int = 1,
offset: int = None,
base: LogBaseType = Config.get("base"),
**kwargs,
):
"""Initialize the BaseMillerMadowTEEstimator.
Parameters
----------
source, dest : array-like
The source (X) and destination (Y) data used to estimate the transfer entropy.
cond : array-like, optional
The conditional data used to estimate the conditional transfer entropy.
prop_time : int, optional
Number of positions to shift the data arrays relative to each other (multiple of
``step_size``).
Delay/lag/shift between the variables, representing propagation time.
Assumed time taken by info to transfer from source to destination
Not compatible with the ``cond`` parameter / conditional TE.
Alternatively called `offset`.
step_size : int, optional
Step size between elements for the state space reconstruction.
src_hist_len, dest_hist_len : int, optional
Number of past observations to consider for the source and destination data.
cond_hist_len : int, optional
Number of past observations to consider for the conditional data.
Only used for conditional transfer entropy.
"""
self.source = source
self.dest = dest
if cond is None:
super().__init__(
source,
dest,
prop_time=prop_time,
src_hist_len=src_hist_len,
dest_hist_len=dest_hist_len,
step_size=step_size,
offset=offset,
base=base,
**kwargs,
)
else:
super().__init__(
source,
dest,
cond=cond,
step_size=step_size,
src_hist_len=src_hist_len,
dest_hist_len=dest_hist_len,
cond_hist_len=cond_hist_len,
prop_time=prop_time,
offset=offset,
base=base,
**kwargs,
)
self._check_data_te()
[docs]
class MillerMadowTEEstimator(
BaseMillerMadowTEEstimator,
TransferEntropyEstimator,
):
"""Estimator for discrete Miller-Madow transfer entropy.
Attributes
----------
source, dest : array-like
The source (X) and destination (Y) data used to estimate the transfer entropy.
prop_time : int, optional
Number of positions to shift the data arrays relative to each other (multiple of
``step_size``).
Delay/lag/shift between the variables, representing propagation time.
Assumed time taken by info to transfer from source to destination.
Alternatively called `offset`.
step_size : int
Step size between elements for the state space reconstruction.
src_hist_len, dest_hist_len : int
Number of past observations to consider for the source and destination data.
"""
def _calculate(self):
"""Estimate the Discrete Miller-Madow Transfer Entropy."""
return combined_te_form(
te_observations,
self.source,
self.dest,
local=False,
log_func=self._log_base,
miller_madow_correction=self.base,
src_hist_len=self.src_hist_len,
dest_hist_len=self.dest_hist_len,
step_size=self.step_size,
permute_src=self.permute_src,
resample_src=self.resample_src,
)
def _extract_local_values(self) -> ndarray:
"""Separately calculate the local values.
Returns
-------
ndarray[float]
The calculated local values of cmi.
"""
return combined_te_form(
te_observations,
self.source,
self.dest,
local=True,
log_func=self._log_base,
miller_madow_correction=self.base,
src_hist_len=self.src_hist_len,
dest_hist_len=self.dest_hist_len,
step_size=self.step_size,
permute_src=self.permute_src,
resample_src=self.resample_src,
)
[docs]
class MillerMadowCTEEstimator(
BaseMillerMadowTEEstimator, ConditionalTransferEntropyEstimator
):
"""Estimator for discrete Miller-Madow conditional transfer entropy.
Attributes
----------
source, dest, cond : array-like
The source (X), destination (Y), and conditional (Z) data used to estimate the
conditional transfer entropy.
step_size : int
Step size between elements for the state space reconstruction.
src_hist_len, dest_hist_len, cond_hist_len : int, optional
Number of past observations to consider for the source, destination,
and conditional data.
prop_time : int, optional
Not compatible with the ``cond`` parameter / conditional TE.
"""
def _calculate(self):
"""Estimate the Discrete Transfer Entropy."""
return combined_te_form(
cte_observations,
self.source,
self.dest,
self.cond,
local=False,
log_func=self._log_base,
miller_madow_correction=self.base,
src_hist_len=self.src_hist_len,
dest_hist_len=self.dest_hist_len,
cond_hist_len=self.cond_hist_len,
step_size=self.step_size,
)
def _extract_local_values(self) -> ndarray:
"""Separately calculate the local values.
Returns
-------
ndarray[float]
The calculated local values of cmi.
"""
return combined_te_form(
cte_observations,
self.source,
self.dest,
self.cond,
local=True,
log_func=self._log_base,
miller_madow_correction=self.base,
src_hist_len=self.src_hist_len,
dest_hist_len=self.dest_hist_len,
cond_hist_len=self.cond_hist_len,
step_size=self.step_size,
)
