OrdinalTEEstimator

class infomeasure.estimators.transfer_entropy.OrdinalTEEstimator(source, dest, *, cond=None, embedding_dim: int, stable: bool = False, 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: BaseOrdinalTEEstimator, TransferEntropyEstimator

Estimator for the Ordinal / Permutation transfer entropy.

Attributes:

source, destarray_like

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

embedding_dimint

The size of the permutation patterns.

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

Step size between elements for the state space reconstruction.

src_hist_len, dest_hist_lenint

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

Raises:

ValueError

If the embedding_dim is negative or not an integer.

ValueError

If the embedding_dim is too large for the given data.

ValueError

If step_size, prop_time, and embedding_dim are such that the data is too small.

Notes

If embedding_dim is set to 1, the transfer entropy is always 0.