Sktime and Pyspi Integration

[Spinachboul]

@benfulcher @joshuabmoore @fkiraly
Solving issue #72

This initial implementation will be the starter modified base class of pyspi, and an attempt to make a unified public API. Keeping it draft until I finalize commits
These will be the scope of the upcoming commits:

• Refactor the base classes, modularize the classes BaseSPI, Directed and Undirected.
• Implement specific logic for spi and spi_mat functions.
• Standardize the decorators ( to be discussed further )

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Your reviews and guidance would be highly appreciated in this PR Thanks a lot!!

[fkiraly]

I would not use these as decorators at all! But move the logic as a call into spi.

[Spinachboul]

@joshuabmoore Does the current API design for the class align well.
I plan to move the logic as a call to SPI as suggested by @fkiraly.
Ideally a better way to handle this would be to incorporate the tagging system to handle different utilities. I have drafted that in the code for the subclasses for better demonstration and understanding.

[Spinachboul]

@fkiraly
Is the API design suitable for the base class, then I shall proceed with the full function implementations
Thanks!!

[fkiraly]

I would recommend you leave the current base classes untouched to ensure downwards compatibility. Add the new base class and try to write three substantially different spi as a descendant, include example usage in the concrete class docstring.

[fkiraly]

• the original base class is still changed - can you revert that for now?
• the new base class looks mostly reasonable - I would suggest to move ahead and try implement two concrete SPI (perhaps slightly different ones).
• also, try to add tests for the SPI. For now, it is fine to loop over the concrete classes (once you have them)

[fkiraly]

Great! This fixes the point with reverting changes to the old base class.

Not addressed yet:

• try implement two concrete SPI (perhaps slightly different ones).
• try to add tests for the SPI. For now, it is fine to loop over the concrete classes (once you have them)

[Spinachboul]

@fkiraly @benfulcher @joshuabmoore
I have added a new SPI named TransferEntropy
Also I have made some changes in the API
so the the current SPI would be accessed as pyspi.spi.transfer_entropy
Would like to know if this design works
And if not, how should the new SPIs be added for the new base class

Thanks!!

[Spinachboul]

@fkiraly @benfulcher @joshuabmoore
I have added a new SPI named TransferEntropy
Also I have made some changes in the API
so the the current SPI would be accessed as pyspi.spi.transfer_entropy
Would like to know if this design works
And if not, how should the new SPIs be added for the new base class

Thanks!!

[Spinachboul]

@fkiraly @joshuabmoore @benfulcher
I have added a new SPI called Transfer Entropy
This SPI would be called as pyspi.spi.transfer_entropy`
Would like to know if this API design works.
And if not, how should the SPIs be added for the new base class

Thanks!!

[fkiraly]

Looks nice!

I would recommend next:

• add tests
• add at least two SPI which are already in the code base