Merge pull request #42 from kahaaga/releases/v0.2.0

Releases/v0.2.0

Manifest.toml

@@ -33,9 +33,9 @@ version = "0.8.10"
 
 [[BinaryProvider]]
 deps = ["Libdl", "Pkg", "SHA", "Test"]
-git-tree-sha1 = "9930c1a6cd49d9fcd7218df6be417e6ae4f1468a"
+git-tree-sha1 = "055eb2690182ebc31087859c3dd8598371d3ef9e"
 uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
-version = "0.5.2"
+version = "0.5.3"
 
 [[BlackBoxOptim]]
 deps = ["CPUTime", "Compat", "Distributed", "Distributions", "LinearAlgebra", "Logging", "Pkg", "Printf", "Random", "SHA", "Serialization", "Statistics", "StatsBase", "Test"]
@@ -139,9 +139,9 @@ version = "4.7.0"
 
 [[DelayEmbeddings]]
 deps = ["Distances", "LinearAlgebra", "NearestNeighbors", "StaticArrays", "StatsBase", "Test"]
-git-tree-sha1 = "daa7e6a0e354f47d8fb17eb4fe68099fa86e1896"
+git-tree-sha1 = "6d42460dc2c84058850b26da7b5174fb6fcd213e"
 uuid = "5732040d-69e3-5649-938a-b6b4f237613f"
-version = "0.1.0"
+version = "0.1.1"
 
 [[DelimitedFiles]]
 deps = ["Mmap"]
@@ -285,9 +285,9 @@ version = "0.16.4"
 
 [[DocStringExtensions]]
 deps = ["LibGit2", "Markdown", "Pkg", "Test"]
-git-tree-sha1 = "a016e0bfe98a748c4488e2248c2ef4c67d6fdd35"
+git-tree-sha1 = "1df01539a1c952cef21f2d2d1c092c2bcf0177d7"
 uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
-version = "0.5.0"
+version = "0.6.0"
 
 [[Documenter]]
 deps = ["Base64", "DocStringExtensions", "InteractiveUtils", "LibGit2", "Logging", "Markdown", "Pkg", "REPL", "Random", "Test", "Unicode"]
@@ -390,9 +390,9 @@ version = "0.1.1"
 
 [[JSON]]
 deps = ["Dates", "Distributed", "Mmap", "Sockets", "Test", "Unicode"]
-git-tree-sha1 = "fec8e4d433072731466d37ed0061b3ba7f70eeb9"
+git-tree-sha1 = "1f7a25b53ec67f5e9422f1f551ee216503f4a0fa"
 uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
-version = "0.19.0"
+version = "0.20.0"
 
 [[LazyArrays]]
 deps = ["FillArrays", "LinearAlgebra", "StaticArrays", "Test"]
@@ -494,9 +494,9 @@ version = "0.4.2"
 
 [[OffsetArrays]]
 deps = ["DelimitedFiles", "Test"]
-git-tree-sha1 = "f8cd140824f74f2948ff8660bc2292e16d29c1b7"
+git-tree-sha1 = "f446248f2dfbc13039a0b90994dd25b059b01eab"
 uuid = "6fe1bfb0-de20-5000-8ca7-80f57d26f881"
-version = "0.8.1"
+version = "0.9.0"
 
 [[Optim]]
 deps = ["Calculus", "DiffEqDiffTools", "ForwardDiff", "LineSearches", "LinearAlgebra", "NLSolversBase", "NaNMath", "Parameters", "PositiveFactorizations", "Printf", "Random", "SparseArrays", "StatsBase", "Test"]
@@ -548,9 +548,9 @@ version = "0.1.2"
 
 [[PerronFrobenius]]
 deps = ["Conda", "Distributed", "Documenter", "InplaceOps", "LinearAlgebra", "Parameters", "Printf", "PyCall", "RecipesBase", "Reexport", "SharedArrays", "Simplices", "SparseArrays", "StateSpaceReconstruction", "StaticArrays", "Test"]
-git-tree-sha1 = "5e43f20dc37812b364c00d09e52a64050a80de59"
+git-tree-sha1 = "6c1471a5c3c36859c62e48d8b4c793ac16fae4d8"
 uuid = "260eed61-d0e8-5f1e-b040-a9756a401c97"
-version = "0.1.3"
+version = "0.2.0"
 
 [[Pkg]]
 deps = ["Dates", "LibGit2", "Markdown", "Printf", "REPL", "Random", "SHA", "UUIDs"]
@@ -718,16 +718,16 @@ uuid = "276daf66-3868-5448-9aa4-cd146d93841b"
 version = "0.7.2"
 
 [[StateSpaceReconstruction]]
-deps = ["Conda", "Distributions", "DynamicalSystems", "DynamicalSystemsBase", "LinearAlgebra", "Parameters", "PyCall", "Reexport", "Simplices", "StaticArrays", "Statistics", "Test"]
-git-tree-sha1 = "57019b8516555b32f25dd52c5e9e6dfd8786647e"
+deps = ["Conda", "Distributions", "LinearAlgebra", "PyCall", "Reexport", "Simplices", "StaticArrays", "Statistics", "Test"]
+git-tree-sha1 = "1137310fbd695e00b5bcdaf68677b6383e6e1151"
 uuid = "1441a9f6-6a74-5418-a591-cdf1d78a07f0"
-version = "0.2.3"
+version = "0.3.0"
 
 [[StaticArrays]]
 deps = ["InteractiveUtils", "LinearAlgebra", "Random", "Statistics", "Test"]
-git-tree-sha1 = "ebc5c2a27d91d5ec611a9861168182e2168effd3"
+git-tree-sha1 = "97c4bf0f647488dd7ac01ea12be5885f88762938"
 uuid = "90137ffa-7385-5640-81b9-e52037218182"
-version = "0.9.2"
+version = "0.10.0"
 
 [[Statistics]]
 deps = ["LinearAlgebra", "SparseArrays"]
@@ -791,9 +791,9 @@ version = "0.2.1"
 
 [[TransferEntropy]]
 deps = ["Conda", "Distances", "Distributions", "Interpolations", "NearestNeighbors", "PerronFrobenius", "PyCall", "Reexport", "Simplices", "SpecialFunctions", "StateSpaceReconstruction", "Test"]
-git-tree-sha1 = "fee82641cbefd0a86a64c42023c78667529c733a"
+git-tree-sha1 = "c335bef72a3ff612b54f30bc0df38bd8f7a51c04"
 uuid = "ea221983-52f3-5440-99c7-13ea201cd633"
-version = "0.2.3"
+version = "0.3.1"
 
 [[TreeViews]]
 deps = ["Test"]

REQUIRE

@@ -1,4 +1,4 @@
-julia 0.7
+julia 1.0
 InplaceOps
 DynamicalSystemsBase
 DynamicalSystems
@@ -9,7 +9,6 @@ Plots
 DifferentialEquations
 TimeseriesSurrogates 0.2.1
 Simplices 0.2.1
-StateSpaceReconstruction 0.2.3 0.2.4
-PerronFrobenius 0.1.3 0.1.4
-TransferEntropy 0.2.3
-DynamicalSystems
+StateSpaceReconstruction 0.3.0
+PerronFrobenius 0.2.0
+TransferEntropy 0.3.1

src/CausalityTools.jl

@@ -8,19 +8,20 @@ using Statistics
 using RecipesBase
 using Plots
 
-import DynamicalSystemsBase:
-    DynamicalSystem,
-    ContinuousDynamicalSystem,
-    DiscreteDynamicalSystem,
-    Dataset,
-    trajectory
 
 @reexport using TimeseriesSurrogates
 @reexport using StateSpaceReconstruction
 @reexport using PerronFrobenius
 @reexport using TransferEntropy
 using StateSpaceReconstruction: GroupSlices
 
+import DynamicalSystemsBase:
+    DynamicalSystem,
+    ContinuousDynamicalSystem,
+    DiscreteDynamicalSystem,
+    Dataset,
+    trajectory
+
 # Example systems
 include("systems/Systems.jl")
 
@@ -30,8 +31,11 @@ include("surrogates/surrogates.jl")
 # Wrappers of the different methods.
 include("method_wrappers/highlevel_methods.jl")
 
-export Dataset,
-    DynamicalSystem, DiscreteDynamicalSystem, ContinuousDynamicalSystem,
-    trajectory
+export
+Dataset,
+DynamicalSystem,
+DiscreteDynamicalSystem,
+ContinuousDynamicalSystem,
+trajectory
 
 end # module

src/method_wrappers/transferentropy.jl

@@ -1,3 +1,5 @@
+import StateSpaceReconstruction: embed
+
 """
     te(driver, response;
         estimator = :tetogrid,
@@ -109,22 +111,22 @@ function transferentropy(driver, response;
     # computes conditional mutual information.
     if !(typeof(E) == Embeddings.AbstractEmbedding) || !(typeof(v) == TEVars)
         if dim == 3
-            E = embed([driver, response], [2, 2, 1], [ν, 0, 0])
+            E = StateSpaceReconstruction.embed([driver, response], [2, 2, 1], [ν, 0, 0])
             v = TEVars([1], [2], [3])
         elseif dim == 4
-            E = embed([driver, response], [2, 2, 2, 1], [ν, 0, -τ, 0])
+            E = StateSpaceReconstruction.embed([driver, response], [2, 2, 2, 1], [ν, 0, -τ, 0])
             v = TEVars([1], [2, 3], [4])
         elseif dim == 5
-            E = embed([driver, response], [2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, 0])
+            E = StateSpaceReconstruction.embed([driver, response], [2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, 0])
             v = TEVars([1], [2, 3, 4], [5])
         elseif dim == 6
-            E = embed([driver, response], [2, 2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, -3*τ, 0])
+            E = StateSpaceReconstruction.embed([driver, response], [2, 2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, -3*τ, 0])
             v = TEVars([1], [2, 3, 4, 5], [6])
         elseif dim == 7
-            E = embed([driver, response], [2, 2, 2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, -3*τ, -4*τ, 0])
+            E = StateSpaceReconstruction.embed([driver, response], [2, 2, 2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, -3*τ, -4*τ, 0])
             v = TEVars([1], [2, 3, 4, 5, 6], [7])
         elseif dim == 8
-            E = embed([driver, response], [2, 2, 2, 2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, -3*τ, -4*τ, -5*τ, 0])
+            E = StateSpaceReconstruction.embed([driver, response], [2, 2, 2, 2, 2, 2, 2, 1], [ν, 0, -τ, -2*τ, -3*τ, -4*τ, -5*τ, 0])
             v = TEVars([1], [2, 3, 4, 5, 6, 7], [8])
         end
     end

test/wrappers_te.jl

@@ -3,49 +3,50 @@ using Test, Distances
     d1 = rand(50)
     d2 = rand(50)
     r = rand(50)
+    tol = 1e-8
 
     # Directly from time series
     te(d1, r, estimator = :tetogrid)
-    @test te(d1, r, estimator = :tetogrid) >= 0
-    @test te(d2, r, estimator = :tetogrid) >= 0
-    @test te(d1, r, estimator = :tefreq) >= 0
-    @test te(d2, r, estimator = :tefreq) >= 0
-    @test te(d1, r, estimator = :tekNN) >= 0
-    @test te(d2, r, estimator = :tekraskov) >= 0
+    @test te(d1, r, estimator = :tetogrid) >= 0 - tol
+    @test te(d2, r, estimator = :tetogrid) >= 0 - tol
+    @test te(d1, r, estimator = :tefreq) >= 0 - tol
+    @test te(d2, r, estimator = :tefreq) >= 0 - tol
+    @test te(d1, r, estimator = :tekNN) >= 0 - tol
+    @test te(d2, r, estimator = :tekraskov) >= 0 - tol
 
     #########################
     # Surrogates
     #########################
-    @test te(d1, r, which_is_surr = :driver) >= 0
-    @test te(d1, r, which_is_surr = :response) >= 0
-    @test te(d1, r, which_is_surr = :none) >= 0
+    @test te(d1, r, which_is_surr = :driver) >= 0 - tol
+    @test te(d1, r, which_is_surr = :response) >= 0 - tol
+    @test te(d1, r, which_is_surr = :none) >= 0 - tol
 
-    @test te(d1, r, which_is_surr = :both, surr_func = aaft) >= 0
-    @test te(d1, r, which_is_surr = :both, surr_func = iaaft) >= 0
-    @test te(d1, r, which_is_surr = :both, surr_func = randomphases) >= 0
-    @test te(d1, r, which_is_surr = :both, surr_func = randomamplitudes) >= 0
-    @test te(d1, r, which_is_surr = :both, surr_func = randomshuffle) >= 0
+    @test te(d1, r, which_is_surr = :both, surr_func = aaft) >= 0 - tol
+    @test te(d1, r, which_is_surr = :both, surr_func = iaaft) >= 0 - tol
+    @test te(d1, r, which_is_surr = :both, surr_func = randomphases) >= 0 - tol
+    @test te(d1, r, which_is_surr = :both, surr_func = randomamplitudes) >= 0 - tol
+    @test te(d1, r, which_is_surr = :both, surr_func = randomshuffle) >= 0 - tol
 
     #########################
     # Forward prediction lags
     #########################
-    @test te(d1, r, ν = 1) >= 0
-    @test te(d1, r, ν = 5) >= 0
+    @test te(d1, r, ν = 1) >= 0 - tol
+    @test te(d1, r, ν = 5) >= 0 - tol
 
     #########################
     # Embedding lags and dimensions
     #########################
     d1 = rand(100)
     d2 = rand(100)
     r = rand(100)
-    @test te(d1, r, ν = 1, τ = 2, dim = 4) >= 0
-    @test te(d1, r, ν = 3, τ = 3, dim = 5) >= 0
+    @test te(d1, r, ν = 1, τ = 2, dim = 4) >= 0 - tol
+    @test te(d1, r, ν = 3, τ = 3, dim = 5) >= 0 - tol
 
     #########################
     # Tuning the bins
     #########################
-    @test te(d1, r, n_ϵ = 10) >= 0
-    @test te(d1, r, n_ϵ = 10, max_numbins = 5, min_numbins = 2) >= 0
+    @test te(d1, r, n_ϵ = 10) >= 0 - tol
+    @test te(d1, r, n_ϵ = 10, max_numbins = 5, min_numbins = 2) >= 0 - tol
 
 end
 # maxlag = 2