1 /**Basic information theory. Joint entropy, mutual information, conditional 2 * mutual information. This module uses the base 2 definition of these 3 * quantities, i.e, entropy, mutual info, etc. are output in bits. 4 * 5 * Author: David Simcha*/ 6 /* 7 * License: 8 * Boost Software License - Version 1.0 - August 17th, 2003 9 * 10 * Permission is hereby granted, free of charge, to any person or organization 11 * obtaining a copy of the software and accompanying documentation covered by 12 * this license (the "Software") to use, reproduce, display, distribute, 13 * execute, and transmit the Software, and to prepare derivative works of the 14 * Software, and to permit third-parties to whom the Software is furnished to 15 * do so, all subject to the following: 16 * 17 * The copyright notices in the Software and this entire statement, including 18 * the above license grant, this restriction and the following disclaimer, 19 * must be included in all copies of the Software, in whole or in part, and 20 * all derivative works of the Software, unless such copies or derivative 21 * works are solely in the form of machine-executable object code generated by 22 * a source language processor. 23 * 24 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 25 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 26 * FITNESS FOR A PARTICULAR PURPOSE, TITLE AND NON-INFRINGEMENT. IN NO EVENT 27 * SHALL THE COPYRIGHT HOLDERS OR ANYONE DISTRIBUTING THE SOFTWARE BE LIABLE 28 * FOR ANY DAMAGES OR OTHER LIABILITY, WHETHER IN CONTRACT, TORT OR OTHERWISE, 29 * ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER 30 * DEALINGS IN THE SOFTWARE. 31 */ 32 33 module dstats.infotheory; 34 35 import std.traits, std.math, std.typetuple, std.functional, std.range, 36 std.array, std.typecons, std.algorithm; 37 38 import dstats.base, dstats.alloc; 39 import dstats.summary : sum; 40 import dstats.distrib : chiSquareCDFR; 41 42 import dstats.tests : toContingencyScore, gTestContingency; 43 44 version(unittest) { 45 import std.stdio, std.bigint, dstats.tests : gTestObs; 46 } 47 48 /**This function calculates the Shannon entropy of a forward range that is 49 * treated as frequency counts of a set of discrete observations. 50 * 51 * Examples: 52 * --- 53 * double uniform3 = entropyCounts([4, 4, 4]); 54 * assert(approxEqual(uniform3, log2(3))); 55 * double uniform4 = entropyCounts([5, 5, 5, 5]); 56 * assert(approxEqual(uniform4, 2)); 57 * --- 58 */ 59 double entropyCounts(T)(T data) 60 if(isForwardRange!(T) && doubleInput!(T)) { 61 auto save = data.save(); 62 return entropyCounts(save, sum!(T, double)(data)); 63 } 64 65 double entropyCounts(T)(T data, double n) 66 if(isIterable!(T)) { 67 immutable double nNeg1 = 1.0 / n; 68 double entropy = 0; 69 foreach(value; data) { 70 if(value == 0) 71 continue; 72 double pxi = cast(double) value * nNeg1; 73 entropy -= pxi * log2(pxi); 74 } 75 return entropy; 76 } 77 78 unittest { 79 double uniform3 = entropyCounts([4, 4, 4].dup); 80 assert(approxEqual(uniform3, log2(3))); 81 double uniform4 = entropyCounts([5, 5, 5, 5].dup); 82 assert(approxEqual(uniform4, 2)); 83 assert(entropyCounts([2,2].dup)==1); 84 assert(entropyCounts([5.1,5.1,5.1,5.1].dup)==2); 85 assert(approxEqual(entropyCounts([1,2,3,4,5].dup), 2.1492553971685)); 86 } 87 88 template FlattenType(T...) { 89 alias FlattenTypeImpl!(T).ret FlattenType; 90 } 91 92 template FlattenTypeImpl(T...) { 93 static if(T.length == 0) { 94 alias TypeTuple!() ret; 95 } else { 96 T[0] j; 97 static if(is(typeof(j._jointRanges))) { 98 alias TypeTuple!(typeof(j._jointRanges), FlattenType!(T[1..$])) ret; 99 } else { 100 alias TypeTuple!(T[0], FlattenType!(T[1..$])) ret; 101 } 102 } 103 } 104 105 private Joint!(FlattenType!(T, U)) flattenImpl(T, U...)(T start, U rest) { 106 static if(rest.length == 0) { 107 return start; 108 } else static if(is(typeof(rest[0]._jointRanges))) { 109 return flattenImpl(jointImpl(start.tupleof, rest[0]._jointRanges), rest[1..$]); 110 } else { 111 return flattenImpl(jointImpl(start.tupleof, rest[0]), rest[1..$]); 112 } 113 } 114 115 Joint!(FlattenType!(T)) flatten(T...)(T args) { 116 static assert(args.length > 0); 117 static if(is(typeof(args[0]._jointRanges))) { 118 auto myTuple = args[0]; 119 } else { 120 auto myTuple = jointImpl(args[0]); 121 } 122 static if(args.length == 1) { 123 return myTuple; 124 } else { 125 return flattenImpl(myTuple, args[1..$]); 126 } 127 } 128 129 /**Bind a set of ranges together to represent a joint probability distribution. 130 * 131 * Examples: 132 * --- 133 * auto foo = [1,2,3,1,1]; 134 * auto bar = [2,4,6,2,2]; 135 * auto e = entropy(joint(foo, bar)); // Calculate joint entropy of foo, bar. 136 * --- 137 */ 138 Joint!(FlattenType!(T)) joint(T...)(T args) { 139 return jointImpl(flatten(args).tupleof); 140 } 141 142 Joint!(T) jointImpl(T...)(T args) { 143 return Joint!(T)(args); 144 } 145 146 /**Iterate over a set of ranges by value in lockstep and return an ObsEnt, 147 * which is used internally by entropy functions on each iteration.*/ 148 struct Joint(T...) { 149 T _jointRanges; 150 151 @property ObsEnt!(ElementsTuple!(T)) front() { 152 alias ElementsTuple!(T) E; 153 alias ObsEnt!(E) rt; 154 rt ret; 155 foreach(ti, elem; _jointRanges) { 156 ret.tupleof[ti] = elem.front; 157 } 158 return ret; 159 } 160 161 void popFront() { 162 foreach(ti, elem; _jointRanges) { 163 _jointRanges[ti].popFront; 164 } 165 } 166 167 @property bool empty() { 168 foreach(elem; _jointRanges) { 169 if(elem.empty) { 170 return true; 171 } 172 } 173 return false; 174 } 175 176 static if(T.length > 0 && allSatisfy!(hasLength, T)) { 177 @property size_t length() { 178 size_t ret = size_t.max; 179 foreach(range; _jointRanges) { 180 auto len = range.length; 181 if(len < ret) { 182 ret = len; 183 } 184 } 185 return ret; 186 } 187 } 188 } 189 190 template ElementsTuple(T...) { 191 static if(T.length == 1) { 192 alias TypeTuple!(Unqual!(ElementType!(T[0]))) ElementsTuple; 193 } else { 194 alias TypeTuple!(Unqual!(ElementType!(T[0])), ElementsTuple!(T[1..$])) 195 ElementsTuple; 196 } 197 } 198 199 private template Comparable(T) { 200 enum bool Comparable = is(typeof({ 201 T a; 202 T b; 203 return a < b; })); 204 } 205 206 static assert(Comparable!ubyte); 207 static assert(Comparable!ubyte); 208 209 struct ObsEnt(T...) { 210 T compRep; 211 alias compRep this; 212 213 static if(anySatisfy!(hasIndirections, T)) { 214 215 // Then there's indirection involved. We can't just do all our 216 // comparison and hashing operations bitwise. 217 hash_t toHash() { 218 hash_t sum = 0; 219 foreach(i, elem; this.tupleof) { 220 sum *= 11; 221 static if(is(elem : long) && elem.sizeof <= hash_t.sizeof) { 222 sum += elem; 223 } else static if(__traits(compiles, elem.toHash)) { 224 sum += elem.toHash; 225 } else { 226 auto ti = typeid(typeof(elem)); 227 sum += ti.getHash(&elem); 228 } 229 } 230 return sum; 231 } 232 233 bool opEquals(const ref typeof(this) rhs) const { 234 foreach(ti, elem; this.tupleof) { 235 if(elem != rhs.tupleof[ti]) 236 return false; 237 } 238 return true; 239 } 240 } 241 // Else just use the default runtime functions for hash and equality. 242 243 244 static if(allSatisfy!(Comparable, T)) { 245 int opCmp(const ref typeof(this) rhs) const { 246 foreach(ti, elem; this.tupleof) { 247 if(rhs.tupleof[ti] < elem) { 248 return -1; 249 } else if(rhs.tupleof[ti] > elem) { 250 return 1; 251 } 252 } 253 return 0; 254 } 255 } 256 } 257 258 // Whether we can use StackTreeAA, or whether we have to use a regular AA for 259 // entropy. 260 private template NeedsHeap(T) { 261 static if(!hasIndirections!(ForeachType!(T))) { 262 enum bool NeedsHeap = false; 263 } else static if(isArray!(T)) { 264 enum bool NeedsHeap = false; 265 } else static if(is(Joint!(typeof(T.init.tupleof))) 266 && is(T == Joint!(typeof(T.init.tupleof))) 267 && allSatisfy!(isArray, typeof(T.init.tupleof))) { 268 enum bool NeedsHeap = false; 269 } else { 270 enum bool NeedsHeap = true; 271 } 272 } 273 274 unittest { 275 auto foo = filter!"a"(cast(uint[][]) [[1]]); 276 auto bar = filter!("a")([1,2,3][]); 277 static assert(NeedsHeap!(typeof(foo))); 278 static assert(!NeedsHeap!(typeof(bar))); 279 static assert(NeedsHeap!(Joint!(uint[], typeof(foo)))); 280 static assert(!NeedsHeap!(Joint!(uint[], typeof(bar)))); 281 static assert(!NeedsHeap!(Joint!(uint[], uint[]))); 282 } 283 284 /**Calculates the joint entropy of a set of observations. Each input range 285 * represents a vector of observations. If only one range is given, this reduces 286 * to the plain old entropy. Input range must have a length. 287 * 288 * Note: This function specializes if ElementType!(T) is a byte, ubyte, or 289 * char, resulting in a much faster entropy calculation. When possible, try 290 * to provide data in the form of a byte, ubyte, or char. 291 * 292 * Examples: 293 * --- 294 * int[] foo = [1, 1, 1, 2, 2, 2, 3, 3, 3]; 295 * double entropyFoo = entropy(foo); // Plain old entropy of foo. 296 * assert(approxEqual(entropyFoo, log2(3))); 297 * int[] bar = [1, 2, 3, 1, 2, 3, 1, 2, 3]; 298 * double HFooBar = entropy(joint(foo, bar)); // Joint entropy of foo and bar. 299 * assert(approxEqual(HFooBar, log2(9))); 300 * --- 301 */ 302 double entropy(T)(T data) 303 if(isIterable!(T)) { 304 static if(!hasLength!(T)) { 305 return entropyImpl!(uint, T)(data); 306 } else { 307 if(data.length <= ubyte.max) { 308 return entropyImpl!(ubyte, T)(data); 309 } else if(data.length <= ushort.max) { 310 return entropyImpl!(ushort, T)(data); 311 } else { 312 return entropyImpl!(uint, T)(data); 313 } 314 } 315 } 316 317 private double entropyImpl(U, T)(T data) 318 if((ForeachType!(T).sizeof > 1 || is(ForeachType!T == struct)) && !NeedsHeap!(T)) { 319 // Generic version. 320 auto alloc = newRegionAllocator(); 321 alias ForeachType!(T) E; 322 323 static if(hasLength!T) { 324 auto counts = StackHash!(E, U)(max(20, data.length / 20), alloc); 325 } else { 326 auto counts = StackTreeAA!(E, U)(alloc); 327 } 328 uint N; 329 330 foreach(elem; data) { 331 counts[elem]++; 332 N++; 333 } 334 335 double ans = entropyCounts(counts.values, N); 336 return ans; 337 } 338 339 private double entropyImpl(U, T)(T data) 340 if(ForeachType!(T).sizeof > 1 && NeedsHeap!(T)) { // Generic version. 341 alias ForeachType!(T) E; 342 343 uint len = 0; 344 U[E] counts; 345 foreach(elem; data) { 346 len++; 347 counts[elem]++; 348 } 349 return entropyCounts(counts, len); 350 } 351 352 private double entropyImpl(U, T)(T data) // byte/char specialization 353 if(ForeachType!(T).sizeof == 1 && !is(ForeachType!T == struct)) { 354 alias ForeachType!(T) E; 355 356 U[ubyte.max + 1] counts; 357 358 uint min = ubyte.max, max = 0, len = 0; 359 foreach(elem; data) { 360 len++; 361 static if(is(E == byte)) { 362 // Keep adjacent elements adjacent. In real world use cases, 363 // probably will have ranges like [-1, 1]. 364 ubyte e = cast(ubyte) (cast(ubyte) (elem) + byte.max); 365 } else { 366 ubyte e = cast(ubyte) elem; 367 } 368 counts[e]++; 369 if(e > max) { 370 max = e; 371 } 372 if(e < min) { 373 min = e; 374 } 375 } 376 377 return entropyCounts(counts.ptr[min..max + 1], len); 378 } 379 380 unittest { 381 { // Generic version. 382 int[] foo = [1, 1, 1, 2, 2, 2, 3, 3, 3]; 383 double entropyFoo = entropy(foo); 384 assert(approxEqual(entropyFoo, log2(3))); 385 int[] bar = [1, 2, 3, 1, 2, 3, 1, 2, 3]; 386 auto stuff = joint(foo, bar); 387 double jointEntropyFooBar = entropy(joint(foo, bar)); 388 assert(approxEqual(jointEntropyFooBar, log2(9))); 389 } 390 { // byte specialization 391 byte[] foo = [-1, -1, -1, 2, 2, 2, 3, 3, 3]; 392 double entropyFoo = entropy(foo); 393 assert(approxEqual(entropyFoo, log2(3))); 394 string bar = "ACTGGCTA"; 395 assert(entropy(bar) == 2); 396 } 397 { // NeedsHeap version. 398 string[] arr = ["1", "1", "1", "2", "2", "2", "3", "3", "3"]; 399 auto m = map!("a")(arr); 400 assert(approxEqual(entropy(m), log2(3))); 401 } 402 } 403 404 /**Calculate the conditional entropy H(data | cond).*/ 405 double condEntropy(T, U)(T data, U cond) 406 if(isInputRange!(T) && isInputRange!(U)) { 407 static if(isForwardRange!U) { 408 alias cond condForward; 409 } else { 410 auto alloc = newRegionAllocator(); 411 auto condForward = alloc.array(cond); 412 } 413 414 return entropy(joint(data, condForward.save)) - entropy(condForward.save); 415 } 416 417 unittest { 418 // This shouldn't be easy to screw up. Just really basic. 419 int[] foo = [1,2,2,1,1]; 420 int[] bar = [1,2,3,1,2]; 421 assert(approxEqual(entropy(foo) - condEntropy(foo, bar), 422 mutualInfo(foo, bar))); 423 } 424 425 private double miContingency(double observed, double expected) { 426 return (observed == 0) ? 0 : 427 (observed * log2(observed / expected)); 428 } 429 430 431 /**Calculates the mutual information of two vectors of discrete observations. 432 */ 433 double mutualInfo(T, U)(T x, U y) 434 if(isInputRange!(T) && isInputRange!(U)) { 435 uint xFreedom, yFreedom, n; 436 typeof(return) ret; 437 438 static if(!hasLength!T && !hasLength!U) { 439 ret = toContingencyScore!(T, U, uint) 440 (x, y, &miContingency, xFreedom, yFreedom, n); 441 } else { 442 immutable minLen = min(x.length, y.length); 443 if(minLen <= ubyte.max) { 444 ret = toContingencyScore!(T, U, ubyte) 445 (x, y, &miContingency, xFreedom, yFreedom, n); 446 } else if(minLen <= ushort.max) { 447 ret = toContingencyScore!(T, U, ushort) 448 (x, y, &miContingency, xFreedom, yFreedom, n); 449 } else { 450 ret = toContingencyScore!(T, U, uint) 451 (x, y, &miContingency, xFreedom, yFreedom, n); 452 } 453 } 454 455 return ret / n; 456 } 457 458 unittest { 459 // Values from R, but converted from base e to base 2. 460 assert(approxEqual(mutualInfo(bin([1,2,3,3,8].dup, 10), 461 bin([8,6,7,5,3].dup, 10)), 1.921928)); 462 assert(approxEqual(mutualInfo(bin([1,2,1,1,3,4,3,6].dup, 2), 463 bin([2,7,9,6,3,1,7,40].dup, 2)), .2935645)); 464 assert(approxEqual(mutualInfo(bin([1,2,1,1,3,4,3,6].dup, 4), 465 bin([2,7,9,6,3,1,7,40].dup, 4)), .5435671)); 466 467 } 468 469 /** 470 Calculates the mutual information of a contingency table representing a joint 471 discrete probability distribution. Takes a set of finite forward ranges, 472 one for each column in the contingency table. These can be expressed either as 473 a tuple of ranges or a range of ranges. 474 */ 475 double mutualInfoTable(T...)(T table) { 476 // This function is really just included to give conceptual unity to 477 // the infotheory module. 478 return gTestContingency(table).mutualInfo; 479 } 480 481 /** 482 Calculates the conditional mutual information I(x, y | z) from a set of 483 observations. 484 */ 485 double condMutualInfo(T, U, V)(T x, U y, V z) { 486 auto ret = entropy(joint(x, z)) - entropy(joint(x, y, z)) - entropy(z) 487 + entropy(joint(y, z)); 488 return max(ret, 0); 489 } 490 491 unittest { 492 // Values from Matlab mi package by Hanchuan Peng. 493 auto res = condMutualInfo([1,2,1,2,1,2,1,2].dup, [3,1,2,3,4,2,1,2].dup, 494 [1,2,3,1,2,3,1,2].dup); 495 assert(approxEqual(res, 0.4387)); 496 res = condMutualInfo([1,2,3,1,2].dup, [2,1,3,2,1].dup, 497 joint([1,1,1,2,2].dup, [2,2,2,1,1].dup)); 498 assert(approxEqual(res, 1.3510)); 499 } 500 501 /**Calculates the entropy of any old input range of observations more quickly 502 * than entropy(), provided that all equal values are adjacent. If the input 503 * is sorted by more than one key, i.e. structs, the result will be the joint 504 * entropy of all of the keys. The compFun alias will be used to compare 505 * adjacent elements and determine how many instances of each value exist.*/ 506 double entropySorted(alias compFun = "a == b", T)(T data) 507 if(isInputRange!(T)) { 508 alias ElementType!(T) E; 509 alias binaryFun!(compFun) comp; 510 immutable n = data.length; 511 immutable nrNeg1 = 1.0L / n; 512 513 double sum = 0.0; 514 int nSame = 1; 515 auto last = data.front; 516 data.popFront; 517 foreach(elem; data) { 518 if(comp(elem, last)) { 519 nSame++; 520 } else { 521 immutable p = nSame * nrNeg1; 522 nSame = 1; 523 sum -= p * log2(p); 524 } 525 last = elem; 526 } 527 // Handle last run. 528 immutable p = nSame * nrNeg1; 529 sum -= p * log2(p); 530 531 return sum; 532 } 533 534 unittest { 535 uint[] foo = [1U,2,3,1,3,2,6,3,1,6,3,2,2,1,3,5,2,1].dup; 536 auto sorted = foo.dup; 537 sort(sorted); 538 assert(approxEqual(entropySorted(sorted), entropy(foo))); 539 } 540 541 /** 542 Much faster implementations of information theory functions for the special 543 but common case where all observations are integers on the range [0, nBin$(RPAREN). 544 This is the case, for example, when the observations have been previously 545 binned using, for example, dstats.base.frqBin(). 546 547 Note that, due to the optimizations used, joint() cannot be used with 548 the member functions of this struct, except entropy(). 549 550 For those looking for hard numbers, this seems to be on the order of 10x 551 faster than the generic implementations according to my quick and dirty 552 benchmarks. 553 */ 554 struct DenseInfoTheory { 555 private uint nBin; 556 557 // Saves space and makes things cache efficient by using the smallest 558 // integer width necessary for binning. 559 double selectSize(alias fun, T...)(T args) { 560 static if(allSatisfy!(hasLength, T)) { 561 immutable len = args[0].length; 562 563 if(len <= ubyte.max) { 564 return fun!ubyte(args); 565 } else if(len <= ushort.max) { 566 return fun!ushort(args); 567 } else { 568 return fun!uint(args); 569 } 570 571 // For now, assume that noone is going to have more than 572 // 4 billion observations. 573 } else { 574 return fun!uint(args); 575 } 576 } 577 578 /** 579 Constructs a DenseInfoTheory object for nBin bins. The values taken by 580 each observation must then be on the interval [0, nBin$(RPAREN). 581 */ 582 this(uint nBin) { 583 this.nBin = nBin; 584 } 585 586 /** 587 Computes the entropy of a set of observations. Note that, for this 588 function, the joint() function can be used to compute joint entropies 589 as long as each individual range contains only integers on [0, nBin$(RPAREN). 590 */ 591 double entropy(R)(R range) if(isIterable!R) { 592 return selectSize!entropyImpl(range); 593 } 594 595 private double entropyImpl(Uint, R)(R range) { 596 auto alloc = newRegionAllocator(); 597 uint n = 0; 598 599 static if(is(typeof(range._jointRanges))) { 600 // Compute joint entropy. 601 immutable nRanges = range._jointRanges.length; 602 auto counts = alloc.uninitializedArray!(Uint[])(nBin ^^ nRanges); 603 counts[] = 0; 604 605 Outer: 606 while(true) { 607 uint multiplier = 1; 608 uint index = 0; 609 610 foreach(ti, Unused; typeof(range._jointRanges)) { 611 if(range._jointRanges[ti].empty) break Outer; 612 immutable rFront = range._jointRanges[ti].front; 613 assert(rFront < nBin); // Enforce is too costly here. 614 615 index += multiplier * cast(uint) rFront; 616 range._jointRanges[ti].popFront(); 617 multiplier *= nBin; 618 } 619 620 counts[index]++; 621 n++; 622 } 623 624 return entropyCounts(counts, n); 625 } else { 626 auto counts = alloc.uninitializedArray!(Uint[])(nBin); 627 628 counts[] = 0; 629 foreach(elem; range) { 630 counts[elem]++; 631 n++; 632 } 633 634 return entropyCounts(counts, n); 635 } 636 } 637 638 /// I(x; y) 639 double mutualInfo(R1, R2)(R1 x, R2 y) 640 if(isIterable!R1 && isIterable!R2) { 641 return selectSize!mutualInfoImpl(x, y); 642 } 643 644 private double mutualInfoImpl(Uint, R1, R2)(R1 x, R2 y) { 645 auto alloc = newRegionAllocator(); 646 auto joint = alloc.uninitializedArray!(Uint[])(nBin * nBin); 647 auto margx = alloc.uninitializedArray!(Uint[])(nBin); 648 auto margy = alloc.uninitializedArray!(Uint[])(nBin); 649 joint[] = 0; 650 margx[] = 0; 651 margy[] = 0; 652 uint n; 653 654 while(!x.empty && !y.empty) { 655 immutable xFront = cast(uint) x.front; 656 immutable yFront = cast(uint) y.front; 657 assert(xFront < nBin); 658 assert(yFront < nBin); 659 660 joint[xFront * nBin + yFront]++; 661 margx[xFront]++; 662 margy[yFront]++; 663 n++; 664 x.popFront(); 665 y.popFront(); 666 } 667 668 auto ret = entropyCounts(margx, n) + entropyCounts(margy, n) - 669 entropyCounts(joint, n); 670 return max(0, ret); 671 } 672 673 /** 674 Calculates the P-value for I(X; Y) assuming x and y both have supports 675 of [0, nBin$(RPAREN). The P-value is calculated using a Chi-Square approximation. 676 It is asymptotically correct, but is approximate for finite sample size. 677 678 Parameters: 679 mutualInfo: I(x; y), in bits 680 n: The number of samples used to calculate I(x; y) 681 */ 682 double mutualInfoPval(double mutualInfo, double n) { 683 immutable df = (nBin - 1) ^^ 2; 684 685 immutable testStat = mutualInfo * 2 * LN2 * n; 686 return chiSquareCDFR(testStat, df); 687 } 688 689 /// H(X | Y) 690 double condEntropy(R1, R2)(R1 x, R2 y) 691 if(isIterable!R1 && isIterable!R2) { 692 return selectSize!condEntropyImpl(x, y); 693 } 694 695 private double condEntropyImpl(Uint, R1, R2)(R1 x, R2 y) { 696 auto alloc = newRegionAllocator(); 697 auto joint = alloc.uninitializedArray!(Uint[])(nBin * nBin); 698 auto margy = alloc.uninitializedArray!(Uint[])(nBin); 699 joint[] = 0; 700 margy[] = 0; 701 uint n; 702 703 while(!x.empty && !y.empty) { 704 immutable xFront = cast(uint) x.front; 705 immutable yFront = cast(uint) y.front; 706 assert(xFront < nBin); 707 assert(yFront < nBin); 708 709 joint[xFront * nBin + yFront]++; 710 margy[yFront]++; 711 n++; 712 x.popFront(); 713 y.popFront(); 714 } 715 716 auto ret = entropyCounts(joint, n) - entropyCounts(margy, n); 717 return max(0, ret); 718 } 719 720 /// I(X; Y | Z) 721 double condMutualInfo(R1, R2, R3)(R1 x, R2 y, R3 z) 722 if(allSatisfy!(isIterable, R1, R2, R3)) { 723 return selectSize!condMutualInfoImpl(x, y, z); 724 } 725 726 private double condMutualInfoImpl(Uint, R1, R2, R3)(R1 x, R2 y, R3 z) { 727 auto alloc = newRegionAllocator(); 728 immutable nBinSq = nBin * nBin; 729 auto jointxyz = alloc.uninitializedArray!(Uint[])(nBin * nBin * nBin); 730 auto jointxz = alloc.uninitializedArray!(Uint[])(nBinSq); 731 auto jointyz = alloc.uninitializedArray!(Uint[])(nBinSq); 732 auto margz = alloc.uninitializedArray!(Uint[])(nBin); 733 jointxyz[] = 0; 734 jointxz[] = 0; 735 jointyz[] = 0; 736 margz[] = 0; 737 uint n = 0; 738 739 while(!x.empty && !y.empty && !z.empty) { 740 immutable xFront = cast(uint) x.front; 741 immutable yFront = cast(uint) y.front; 742 immutable zFront = cast(uint) z.front; 743 assert(xFront < nBin); 744 assert(yFront < nBin); 745 assert(zFront < nBin); 746 747 jointxyz[xFront * nBinSq + yFront * nBin + zFront]++; 748 jointxz[xFront * nBin + zFront]++; 749 jointyz[yFront * nBin + zFront]++; 750 margz[zFront]++; 751 n++; 752 753 x.popFront(); 754 y.popFront(); 755 z.popFront(); 756 } 757 758 auto ret = entropyCounts(jointxz, n) - entropyCounts(jointxyz, n) - 759 entropyCounts(margz, n) + entropyCounts(jointyz, n); 760 return max(0, ret); 761 } 762 } 763 764 unittest { 765 auto dense = DenseInfoTheory(3); 766 auto a = [0, 1, 2, 0, 1, 2, 0, 1, 2, 0, 1, 2]; 767 auto b = [1, 2, 2, 2, 0, 0, 1, 1, 1, 1, 0, 0]; 768 auto c = [1, 1, 1, 1, 2, 2, 2, 2, 0, 0, 0, 0]; 769 770 assert(entropy(a) == dense.entropy(a)); 771 assert(entropy(b) == dense.entropy(b)); 772 assert(entropy(c) == dense.entropy(c)); 773 assert(entropy(joint(a, c)) == dense.entropy(joint(c, a))); 774 assert(entropy(joint(a, b)) == dense.entropy(joint(a, b))); 775 assert(entropy(joint(c, b)) == dense.entropy(joint(c, b))); 776 777 assert(condEntropy(a, c) == dense.condEntropy(a, c)); 778 assert(condEntropy(a, b) == dense.condEntropy(a, b)); 779 assert(condEntropy(c, b) == dense.condEntropy(c, b)); 780 781 alias approxEqual ae; 782 assert(ae(mutualInfo(a, c), dense.mutualInfo(c, a))); 783 assert(ae(mutualInfo(a, b), dense.mutualInfo(a, b))); 784 assert(ae(mutualInfo(c, b), dense.mutualInfo(c, b))); 785 786 assert(ae(condMutualInfo(a, b, c), dense.condMutualInfo(a, b, c))); 787 assert(ae(condMutualInfo(a, c, b), dense.condMutualInfo(a, c, b))); 788 assert(ae(condMutualInfo(b, c, a), dense.condMutualInfo(b, c, a))); 789 790 // Test P-value stuff. 791 immutable pDense = dense.mutualInfoPval(dense.mutualInfo(a, b), a.length); 792 immutable pNotDense = gTestObs(a, b).p; 793 assert(approxEqual(pDense, pNotDense)); 794 }