BayesCTEEstimator

class infomeasure.estimators.transfer_entropy.BayesCTEEstimator(source, dest, *, cond=None, alpha: float | str, K: int = 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: int | float | str = 'e', **kwargs)

Bases: BaseBayesTEEstimator, ConditionalTransferEntropyEstimator

Estimator for the Bayes conditional transfer entropy.

Bayesian conditional transfer entropy estimator using Dirichlet prior with concentration parameter α. Provides principled handling of sparse data through Bayesian probability estimates.

Attributes:

source, dest, condarray_like

The source (X), destination (Y), and conditional (Z) data used to estimate the conditional transfer entropy.

alphafloat | str

The concentration parameter α of the Dirichlet prior. Either a float or a string specifying the choice of concentration parameter.

Kint, optional

The support size. If not provided, uses the observed support size.

step_sizeint

Step size between elements for the state space reconstruction.

src_hist_len, dest_hist_len, cond_hist_lenint

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

See also

infomeasure.estimators.entropy.bayes.BayesEntropyEstimator

Bayesian entropy estimator with Dirichlet prior.

Notes

This estimator uses Bayesian probability estimates with a Dirichlet prior 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.