AnsbTEEstimator

class infomeasure.estimators.transfer_entropy.AnsbTEEstimator(source, dest, *, cond=None, undersampled: float = 0.1, 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: int | float | str = 'e', **kwargs)

Bases: BaseAnsbTEEstimator, TransferEntropyEstimator

Estimator for the Ansb transfer entropy.

Ansb transfer entropy estimator using the entropy combination formula.

Attributes:

source, destarray_like

The source (X) and dest (Y) data used to estimate the transfer entropy.

undersampledfloat, default=0.1

Maximum allowed ratio N/K to consider data sufficiently undersampled. A warning is issued if this threshold is exceeded.

prop_timeint, 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_sizeint, optional

Step size between elements for the state space reconstruction.

src_hist_len, dest_hist_lenint, optional

Number of past observations to consider for the source and destination data.

See also

infomeasure.estimators.entropy.ansb.AnsbEntropyEstimator

Ansb entropy estimator.

Notes

This estimator uses the Ansb 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.