Module phi 

Barrett & Seth 2011 geometric Phi under Gaussian assumption. Phi* = MI(past; future) - max_partition sum MI(past_k; future_k)

Functions

covariance_matrix 🔒

Compute covariance matrix with regularization.

gaussian_mi 🔒

Gaussian mutual information MI(X;Y) = 0.5 (log|Cov_X| + log|Cov_Y| - log|Cov_XY|).

logdet_spd 🔒

Natural log-determinant of a symmetric positive-definite matrix via Cholesky.

phi_star

Compute Phi* for a multi-channel time series. data: [n_channels][n_timesteps], row-major.