Installation of history dependence (HDE) estimator

The history-dependence (HDE) estimator uses cython to speed up embedding optimization. Without cython, the optimization still runs but may be slower by a factor of ~50.

Please run the setup file in the idtxl folder:

python3 setup_hde_fast_embedding.py build_ext --inplace

Then run the fast embedding test:

test_fast_emb.py

If it shows:

Error importing Cython fast embedding module. 
Please try the following command in the IDTxl/idtxl folder: 

>> python3 setup_hde_fast_embedding.py build_ext --inplace

the compiling of setup_hde_fast_embedding.py did not work properly or the hde_fast_embedding.cpython-linux-gnu.so file was not copied into the idtxl folder automatically. In this case copy it from the new build folder in idtxl into the IDTXL/idtxl folder.

If it shows:

Fast embedding tools are available.

everything should work fine.