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config.yaml
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config.yaml
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# Basic statistics
.statistics.basic:
# Covariance
Covariance:
labels:
- undirected
- linear
- signed
- multivariate
- contemporaneous
dependencies:
configs:
- estimator: EmpiricalCovariance
- estimator: EllipticEnvelope
- estimator: GraphicalLasso
- estimator: GraphicalLassoCV
- estimator: LedoitWolf
- estimator: MinCovDet
- estimator: OAS
- estimator: ShrunkCovariance
- estimator: EmpiricalCovariance
squared: True
- estimator: EllipticEnvelope
squared: True
- estimator: GraphicalLasso
squared: True
- estimator: GraphicalLassoCV
squared: True
- estimator: LedoitWolf
squared: True
- estimator: MinCovDet
squared: True
- estimator: OAS
squared: True
- estimator: ShrunkCovariance
squared: True
# Precision
Precision:
labels:
- undirected
- linear
- signed
- multivariate
- contemporaneous
dependencies:
configs:
- estimator: EmpiricalCovariance
- estimator: EllipticEnvelope
- estimator: GraphicalLasso
- estimator: GraphicalLassoCV
- estimator: LedoitWolf
- estimator: MinCovDet
- estimator: OAS
- estimator: ShrunkCovariance
- estimator: EmpiricalCovariance
squared: True
- estimator: EllipticEnvelope
squared: True
- estimator: GraphicalLasso
squared: True
- estimator: GraphicalLassoCV
squared: True
- estimator: LedoitWolf
squared: True
- estimator: MinCovDet
squared: True
- estimator: OAS
squared: True
- estimator: ShrunkCovariance
squared: True
# Spearman's correlation coefficient
SpearmanR:
labels:
- undirected
- nonlinear
- signed
- bivariate
- contemporaneous
dependencies:
configs:
- squared: True
- squared: False
# Kendall's rank correlation coefficient
KendallTau:
labels:
- undirected
- nonlinear
- signed
- bivariate
- contemporaneous
dependencies:
configs:
- squared: True
- squared: False
# statistics based on cross-correlation (squared means we square the xcorr, not the output)
CrossCorrelation:
labels:
- undirected
- linear
- signed/unsigned
- bivariate
- time-dependent
dependencies:
configs:
- statistic: "max"
- statistic: "max"
squared: True
- statistic: "mean"
- statistic: "mean"
squared: True
- statistic: "mean"
sigonly: False
- statistic: "mean"
squared: True
sigonly: False
.statistics.distance:
PairwiseDistance:
labels:
- unsigned
- unordered
- nonlinear
- undirected
dependencies:
configs:
- metric: "euclidean"
- metric: "cityblock"
- metric: "cosine"
- metric: "chebyshev"
- metric: "canberra"
- metric: "braycurtis"
# Distance correlation
DistanceCorrelation:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
- biased: False
- biased: True
# Multi-scale graph correlation
MultiscaleGraphCorrelation:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
# Hilbert-Schmidt independence criterion
HilbertSchmidtIndependenceCriterion:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
- biased: False
- biased: True
# Heller-Heller-Gorfine (HHG) test
HellerHellerGorfine:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
# Multi-scale graph correlation for time series
CrossMultiscaleGraphCorrelation:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
configs:
- max_lag: 1
- max_lag: 10
# Distance correlation for time series
CrossDistanceCorrelation:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
configs:
- max_lag: 1
- max_lag: 10
DynamicTimeWarping:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
configs:
- global_constraint: null
- global_constraint: itakura
- global_constraint: sakoe_chiba
SoftDynamicTimeWarping:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
configs:
- global_constraint: null
- global_constraint: itakura
- global_constraint: sakoe_chiba
LongestCommonSubsequence:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
configs:
- global_constraint: null
- global_constraint: itakura
- global_constraint: sakoe_chiba
Barycenter:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
configs:
- mode: euclidean
statistic: mean
- mode: euclidean
statistic: max
- mode: dtw
statistic: mean
- mode: dtw
statistic: max
- mode: sgddtw
statistic: mean
- mode: sgddtw
statistic: max
- mode: softdtw
statistic: mean
- mode: softdtw
statistic: max
- mode: euclidean
statistic: mean
squared: True
- mode: euclidean
statistic: max
squared: True
- mode: dtw
statistic: mean
squared: True
- mode: dtw
statistic: max
squared: True
- mode: sgddtw
statistic: mean
squared: True
- mode: sgddtw
statistic: max
squared: True
- mode: softdtw
statistic: mean
squared: True
- mode: softdtw
statistic: max
squared: True
# Gromov-Wasserstain Distance
GromovWasserstainTau:
labels:
- unsigned
- distance
- unordered
- nonlinear
- undirected
dependencies:
configs:
.statistics.causal:
# Additive noise model
AdditiveNoiseModel:
labels:
- directed
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
# Conditional distribution similarity statistic
ConditionalDistributionSimilarity:
labels:
- directed
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
# Regression error-based causal inference
RegressionErrorCausalInference:
labels:
- directed
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
# Information-geometric conditional independence
InformationGeometricConditionalIndependence:
labels:
- directed
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
configs:
# Convergent-cross mapping
ConvergentCrossMapping:
labels:
- directed
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
configs:
- statistic: mean
- statistic: max
- statistic: diff
- statistic: mean
embedding_dimension: 1
- statistic: max
embedding_dimension: 1
- statistic: diff
embedding_dimension: 1
- statistic: mean
embedding_dimension: 10
- statistic: max
embedding_dimension: 10
- statistic: diff
embedding_dimension: 10
# Information-theoretic statistics
.statistics.infotheory:
JointEntropy: # No theiler window yet
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
- java
configs:
- estimator: gaussian
- estimator: kozachenko
- estimator: kernel
ConditionalEntropy: # No theiler window yet
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
- java
configs:
- estimator: gaussian
- estimator: kozachenko
- estimator: kernel
CausalEntropy: # No theiler window yet
labels:
- directed
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
- java
configs:
- estimator: gaussian
- estimator: kozachenko
- estimator: kernel
CrossmapEntropy: # No theiler window yet
labels:
- unsigned
- directed
- time-dependent
- bivariate
dependencies:
- java
configs:
- estimator: gaussian
history_length: 1
- estimator: kozachenko
history_length: 1
- estimator: kernel
history_length: 1
- estimator: gaussian
history_length: 10
- estimator: kozachenko
history_length: 10
- estimator: kernel
history_length: 10
DirectedInfo: # No theiler window yet
labels:
- directed
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
- java
configs:
- estimator: gaussian
- estimator: kozachenko
- estimator: kernel
StochasticInteraction: # No theiler window
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
- java
configs:
- estimator: gaussian
- estimator: kozachenko
- estimator: kernel
# Mutual information
MutualInfo:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- contemporaneous
dependencies:
- java
configs:
- estimator: gaussian
- estimator: kraskov
prop_k: 4
- estimator: kraskov
prop_k: 4
dyn_corr_excl: AUTO
- estimator: kernel
kernel_width: 0.25
# Mutual information
TimeLaggedMutualInfo:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
- java
configs:
- estimator: gaussian
- estimator: kraskov
prop_k: 4
- estimator: kraskov
prop_k: 4
dyn_corr_excl: AUTO
- estimator: kernel
kernel_width: 0.25
# Transfer entropy
TransferEntropy:
labels:
- directed
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
- java
configs:
# Kraskov estimator with auto-embedding on source/target and DCE
- estimator: kraskov
prop_k: 4
auto_embed_method: MAX_CORR_AIS
k_search_max: 10
tau_search_max: 4
- estimator: kraskov
prop_k: 4
auto_embed_method: MAX_CORR_AIS
k_search_max: 10
tau_search_max: 4
dyn_corr_excl: AUTO
# Kraskov estimator with auto-embedding on target-only, src history of 1, and DCE
- estimator: kraskov
prop_k: 4
k_history: 2
l_history: 1
dyn_corr_excl: AUTO
# Kraskov estimator with fixed embedding of 1 for source/target and DCE
- estimator: kraskov
prop_k: 4
k_history: 1
l_history: 1
dyn_corr_excl: AUTO
# Same as above with no DCE
- estimator: kraskov
prop_k: 4
k_history: 1
l_history: 1
# Currently the Kernel method has an overload issue with the AIS calculator..
# Kernel estimator with auto-embedding on source/target and DCE
# - estimator: kernel
# auto_embed_method: MAX_CORR_AIS
# k_search_max: 4
# kernel_width: 0.25
# Kernel estimator with no auto-embedding on source/target and DCE
- estimator: kernel
kernel_width: 0.25
k_history: 1
l_history: 1
# Gaussian estimator doesn't have DCE (aka Bartlett corrections) yet
- estimator: gaussian
auto_embed_method: MAX_CORR_AIS
k_search_max: 10
tau_search_max: 2
- estimator: gaussian
k_history: 1
l_history: 1
- estimator: symbolic
k_history: 1
l_history: 1
- estimator: symbolic
k_history: 10
l_history: 1
IntegratedInformation:
labels:
- undirected
- nonlinear
- unsigned
- bivariate
- time-dependent
dependencies:
- octave
configs:
- phitype: "star"
- phitype: "star"
normalization: 1
- phitype: "Geo"
- phitype: "Geo"
normalization: 1
# statistics that analyse in the frequency-domain (see Schoegl and Supp, 2006)
.statistics.spectral:
CoherencePhase:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
CoherenceMagnitude:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
# Coherence (ordinal or squared? imaginary components of the coherence)
ImaginaryCoherence:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
PhaseSlopeIndex:
labels:
- directed
- linear/nonlinear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fmin: 0
fmax: 0.5
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
PhaseLockingValue:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
PhaseLagIndex:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
WeightedPhaseLagIndex:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
DebiasedSquaredPhaseLagIndex:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
DebiasedSquaredWeightedPhaseLagIndex:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
PairwisePhaseConsistency:
labels:
- undirected
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
DirectedTransferFunction:
labels:
- directed
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
# partial_coherence:
# - fs: 1
# - fmin: 0
# fmax: 0.25
# - fmin: 0.25
# fmax: 0.5
# - fs: 1
# statistic: max
# - fmin: 0
# fmax: 0.25
# statistic: max
# - fmin: 0.25
# fmax: 0.5
# statistic: max
DirectedCoherence:
labels:
- directed
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5
- fs: 1
statistic: max
- fmin: 0
fmax: 0.25
statistic: max
- fmin: 0.25
fmax: 0.5
statistic: max
PartialDirectedCoherence:
labels:
- directed
- linear
- unsigned
- bivariate
- frequency-dependent
dependencies:
configs:
- fs: 1
- fmin: 0
fmax: 0.25
- fmin: 0.25
fmax: 0.5