"""Module for the ChaoShen transfer entropy estimator."""
from abc import ABC
from numpy import issubdtype, integer
from infomeasure.estimators.base import (
TransferEntropyEstimator,
ConditionalTransferEntropyEstimator,
)
from ..entropy.chao_shen import ChaoShenEntropyEstimator
from infomeasure import Config
from infomeasure.utils.types import LogBaseType
[docs]
class BaseChaoShenTEEstimator(ABC):
r"""Base class for the ChaoShen transfer entropy.
Attributes
----------
source, dest : array-like
The source (X) and dest (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 BaseChaoShenTEEstimator.
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.
"""
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,
)
[docs]
class ChaoShenTEEstimator(BaseChaoShenTEEstimator, TransferEntropyEstimator):
r"""Estimator for the ChaoShen transfer entropy.
ChaoShen transfer entropy estimator using the entropy combination formula.
Attributes
----------
source, dest : array-like
The source (X) and dest (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, 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.
Notes
-----
This estimator uses the ChaoShen entropy estimator to compute transfer
entropy through the entropy combination formula.
Note that the entropy combination formula is used (_generic_te_from_entropy)
not a dedicated implementation as other TE might have.
See Also
--------
infomeasure.estimators.entropy.chao_shen.ChaoShenEntropyEstimator
ChaoShen entropy estimator.
"""
def _calculate(self):
"""Estimate the ChaoShen transfer entropy."""
return self._generic_te_from_entropy(
estimator=ChaoShenEntropyEstimator,
kwargs={"base": self.base},
)
[docs]
class ChaoShenCTEEstimator(
BaseChaoShenTEEstimator, ConditionalTransferEntropyEstimator
):
r"""Estimator for the ChaoShen conditional transfer entropy.
ChaoShen conditional transfer entropy estimator using the entropy combination formula.
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
Number of past observations to consider for the source, destination,
and conditional data.
Notes
-----
This estimator uses the ChaoShen entropy estimator to compute conditional
transfer entropy through the entropy combination formula.
Note that the entropy combination formula is used (_generic_cte_from_entropy)
not a dedicated implementation as other TE might have.
See Also
--------
infomeasure.estimators.entropy.chao_shen.ChaoShenEntropyEstimator
ChaoShen entropy estimator.
"""
def _calculate(self):
"""Estimate the ChaoShen conditional transfer entropy."""
return self._generic_cte_from_entropy(
estimator=ChaoShenEntropyEstimator,
kwargs={"base": self.base},
)
