Transfer Entropy With Partitioning 1.0.0
(606 bytes)
%% Testing functions
load example_data;
t=2; w=2;
l=1; k=1;
T1=zeros(1,11); %Rank
T2=zeros(1,11); %Partition
T3=zeros(1,11); %KDE
a=zeros(1,11);
for i=1:11
X1=coupling_data(i+33).X;
Y1=coupling_data(i+33).Y;
a(i)=coupling_data(i+33).a;
T1(i) = transferEntropyRank(X1,Y1,l,k,t,w,10);
[T2(i), nPar, dimPar]=transferEntropyPartition(X1,Y1,t,w);
T3(i) = transferEntropyKDE(X1,Y1,t,w,10,1);
end
figure;plot(a,T1,'.-'); hold on; plot(a,T2,'.-r'); plot(a,T3,'.-g');
xlabel('a'); ylabel('Transfer Entropy/Bit'); legend('TE Rank','TE Partition','TE KDE'); title('Transfer Entropy Between Time Series');