KernelCTEEstimator

class infomeasure.estimators.transfer_entropy.KernelCTEEstimator(source, dest, *, cond=None, bandwidth: float | int = None, kernel: str = None, prop_time: int = 0, step_size: int = 1, src_hist_len: int = 1, dest_hist_len: int = 1, cond_hist_len: int = 1, workers: int = 1, offset: int = None, base: int | float | str = 'e', **kwargs)

Bases: BaseKernelTEEstimator, ConditionalTransferEntropyEstimator

Estimator for conditional transfer entropy using Kernel Density Estimation (KDE).

Attributes:

source, dest, condarray_like

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

bandwidthfloat | int

The bandwidth for the kernel.

kernelstr

Type of kernel to use, compatible with the KDE implementation kde_probability_density_function().

step_sizeint

Step size between elements for the state space reconstruction.

src_hist_len, dest_hist_len, cond_hist_lenint, optional

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

prop_timeint, optional

Not compatible with the cond parameter / conditional TE.

Notes

A small bandwidth can lead to under-sampling, while a large bandwidth may over-smooth the data, obscuring details.