Complete Transfer Entropy

[Douglas G. Moore]

Implement complete transfer entropy to parallel the currently implemented apparent transfer entropy inform_transfer_entropy. See Lizier, Prokopenko and Zomaya for more information.

Proposed API

EXPORT double inform_transfer_entropy(int const *ys, int const *xs, int const *vs, size_t l,
    size_t n, size_t m, int b, size_t k, inform_error *err);
EXPORT double *inform_transfer_entropy(int const *ys, int const *xs, int const *vs, size_t l,
    size_t n, size_t m, int b, size_t k, double *te, inform_error *err);

Example Usage

int xs[8] = {0,1,0,0,1,1,0,1};
int ys[8] = {0,1,1,0,0,1,0,0};
int zs[8] = {1,1,0,0,0,1,0,0};

inform_error err = INFORM_SUCCESS;
inform_transfer_entropy(ys, xs, zs, 1, 1, 8, 2, 2, &err); // 0.333333