ComplexityMeasures.jl
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JuliaDynamics
Estimators for probabilities, entropies, and other complexity measures derived from observations in the context of nonlinear dynamics and complex systems
Some of the entropy and extropy definitions have really nice docstrings that clearly outline all formulas, assumptions and meanings of symbols. The `Renyi` and `Tsallis` entropies are good examples. However,...
I've noticed that `Jacknife` is very slow and could benefit by many improvements: - better estimation of the missing elements of `x` by using `deleteat!` and `insertat!` - parallelization over...
**Describe the feature you'd like to have** As discussed in #277, we should have a long term goal of implementing a density estimation API, just as we have a probabilities...
- **Two new transfer operator estimators**: The `TransferOperator` probabilities estimator now not only accepts `RectangularBinning` as an argument, but also `SimplexPoint` and `SimplexExact`, which uses a triangulated binning of the...
Alright, last thing before I close my V2 review is the multiscale stuff. As I've told you, we have another package that creates window viewers: it wants to apply some...
## Describe the feature you'd like to have Aktaruzzaman & Sassi (2014) presents a parametric approach to computing `SampleEntropy`. It would be nice to have here. ## Cite scientific papers...
As discussed in #230, we could shorten the docstrings for the Shannon differential entropy estimators by just stating the formula once in the overall docs. But there will also be...
internal function `AAPE` has really bad performance, allocating 10 vectors for each element of a dataset... Thankfully it is easy to optimize it to do 0 allocations so I leave...
In the following discussion, the issue of parallellization came up. This is a reminder of that. Probably best to use https://github.com/JuliaSIMD/Polyester.jl because its loop is rather cheap. I will think...
This is some generality improvements for the current `GaussianCDFEncoding` and `Dispersion`. In general, any CDF could be used in the source code of the encoding; one could store the CDF...
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Estimators for probabilities, entropies, and other complexity measures derived from observations in the context of nonlinear dynamics and complex systems