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Changelog for CausalityTools.jl

Release v0.9.9

Documentation

Release v0.9.8

Bug fixes

  • Fixed bug in RandomSequencesTest when providing a single sequence length (failed) instead of a range of sequence lengths (worked).

Release v0.9.7

Bug fixes

  • Fixed bug in error message.

Documentation

Release v0.9.5

Bug fixes

  • Fixed bug for causality(source, target, test::NearestNeighbourMITest.

Release v0.9.4

  • Fixed broken links on introduction page.

Release v0.9.3

  • Documentation fixes.

Release v0.9.2

Documentation

  • Fixed formatting for equations of motion for the Ikeda system.
  • Improvements to the documentation for causality tests.

Non-breaking internals

  • Removed unneccessary constructor for NormalisedPredictiveAsymmetryTest.

Release v0.9.1

Documentation

Non-breaking changes

  • Make sure all methods use source, target and cond internally (instead of x, y, and z). These have clearer meanings.

Release v0.9.0

Release v0.9.0 introduces some new functionality and significant documentation improvements.

New functionality

TransferEntropy.jl

  • Added NearestNeighbourMI transfer entropy estimator.
  • Added transferentropy(::Any, ::TEVars, ::NearestNeighbourMI) method.
  • Transfer entropy estimators now contain a field b which gives the base of the logarithm used during transfer entropy computations, and hence dictates the unit of the transfer entropy. By default, b = 2, which gives the transfer entropy in bits. The keyword b is thus obsolete in all transfer entropy methods that used it before.

CausalityTools.jl

  • Added NearestNeighbourMITest transfer entropy test.
  • Added NormalisedPredictiveAsymmetryTest, for which the predictive asymmetry is normalised to some fraction of the mean of the raw values of the predictive statistic.
  • All subtypes of CausalityTest are now mutable. This allows adjusting test parameters during sensitivity analyses without creating a new test every time.

TimeseriesSurrogates.jl

  • Plotting functionality is behind a Requires-block. To use the plotting functionality, you now need to do using Plots beforehand.

Documentation

  • Fixed small error in documentation for DiscreteSystemSetup.
  • Created high-level pages for transfer entropy. Re-did documentation.
  • Created high-level pages for cross mappings.

Release v0.7.1

  • Small documentation fix for causality on time series.

Release v0.7.0

Breaking changes

  • The ν parameter for the ConvergentCrossMappingTest and CrossMappingTest has been changed to η to conform with the syntax for transfer entropy tests.

New features

  • All subtypes of CausalityTest now have a type parameter N indicating the number of elements that are returned when applying the tests.

Release v0.6.1

Documentation

  • Improved documentation on binning schems.
  • Improved documentation on delay reconstructions.

Release v0.6.0

New features

  • Added SMeasureTest causality test.
  • Added tutorial for SMeasureTest.

Documentation

  • Improved documentation.

Release v0.5.2

Documentation

  • Fixed documentation for DiscreteSystemSetup.
  • Added section in README on how to deal with SpecialFunction.jl build error.
  • Added Pkg to dependencies, so that build script executes properly.

Release v0.5.1

Tutorials

  • Added tutorial for InterpolateBinTest.

Documentation

  • Fixed documentation for DiscreteSystemSetup.

Release v0.5.0

  • Added InterpolateBinTest.
  • Added RandomSequencesTest.

Release v0.4.1

New functionality

  • Added ConstrainedTest.

Improvements

  • Better documentation for uncertain data causality tests.

Release v0.4.0

Bug fixes

  • Installing the package using Pkg.add("CausalityTools") from the central repository caused an installation error related to SpecialFunctions.jl. Building SpecialFunctions.jl is now added to the build step of CausalityTools.

New functionality

Release v0.3.0

New functionality

The workflow for estimating causality from time series and dynamical systems has been completely overhauled. New features:

Common interface to causality testing using the causality function and its methods.

It handles any of the following causality tests:

  1. CrossMappingTest
  2. ConvergentCrossMappingTest
  3. JointDistanceDistributionTest
  4. JointDistanceDistributionTTest
  5. VisitationFrequencyTest
  6. TransferOperatorGridTest
  7. ApproximateSimplexIntersectionTest

Other features

  • Integration with UncertainData.jl, allowing easy resampling of uncertain data to obtain uncertainty estimates on causality statistics. This is done by accepting uncertain data as inputs to causality.
  • Integration with DynamicalSystems.jl. causality accepts DiscreteDynamicalSystems or ContinuousDynamicalSystems as inputs.
  • Syntax overhaul for low-level estimators.
  • Updated library of example systems.