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MutualInfoMultiVariateCommon.finaliseAddObservations embedding length bug #79

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marianp123 opened this issue Mar 21, 2020 · 0 comments

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@marianp123
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marianp123 commented Mar 21, 2020

I am not sure if this is not by design for some reason, but if I initialise e.g. ActiveInfoStorageCalculatorKraskov with an embedding length of 3, calculator.initialise(3, 1), and add observations that have dimension of 2, I get an exception when I call finaliseAddObservations. it seems I can't use an embedding length that is equal or higher than the number of time series in observations. Actually tau*k needs to be less than the number of time series.

MutualInfoMultiVariateCommon.finaliseAddObservations

Caused by: java.lang.ArrayIndexOutOfBoundsException: 0
at infodynamics.utils.MatrixUtils.sums(MatrixUtils.java:199)
at infodynamics.utils.MatrixUtils.means(MatrixUtils.java:341)
at infodynamics.measures.continuous.MutualInfoMultiVariateCommon.finaliseAddObservations(MutualInfoMultiVariateCommon.java:470)
at infodynamics.measures.continuous.kraskov.MutualInfoCalculatorMultiVariateKraskov.finaliseAddObservations(MutualInfoCalculatorMultiVariateKraskov.java:296)
at infodynamics.measures.continuous.ActiveInfoStorageCalculatorViaMutualInfo.prepareMICalculator(ActiveInfoStorageCalculatorViaMutualInfo.java:654)
at infodynamics.measures.continuous.ActiveInfoStorageCalculatorViaMutualInfo.finaliseAddObservations(ActiveInfoStorageCalculatorViaMutualInfo.java:615)

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