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User:Josiah425:TISEAN Package:Table of functions
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Revision as of 09:11, 6 April 2015

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! Program Name !! Program Description !! Corresponding Octave Function !! Lanuguage of Origin !! How to port !! Status

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| arima-model || Fit and possibly iterate an ARIMA model || generalizes TSA arma functions || ~~This is a c-file that can be ~~C || wrapped in C++/mfile/octfile code ~~|| ~~||

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|ar-model || Fit and possibly iterate an Autoregessive model || 'aar' in TSA ~~|| C~~; see also: aarmam, adim, amarma, mvaar from TSA || C || wrapped in C++/mfile/octfile code ||

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|ar-run || Iterate an Autoregessive model || Same as above || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|av-d2 || Simply smooth output of d2 || Can be implemented with filter in core || C || ||

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|boxcount || Renyi Entopies of Qth order || None in GNU Octave (maybe in info-theory but it is not worth the pain) || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|c1 || Fixed mass estimation of D1 || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|c2d || Get local slopes from correlation integral || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|c2g || Gaussian kernel of C2 || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|c2t || Takens estimator of D2 || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|choose || Choose rows and/or columns from a data file || Does not need to be ported || FORTRAN || -----~~- ~~~~|| ~~||

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|compare || Compares two data sets || Does not need to be ported || FORTRAN || ~~ ~~------ ||

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|corr, autocorr || Autocorrelation function || xcorr in signal || corr -C, autocorr (faster according to documentation) - FORTRAN || ~~ ~~------- ||

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|d2 || Correlation dimension d2 || None in GNU Octave || ~~c ~~C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|delay || Creates delay embedding || None in GNU Octave (easy to implement in Octave but not worth the effort) || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|endtoend || Determine end-to-end mismatch || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|events || Interval/event conversion || None in GNU Octave || FORTRAN ~~to ~~|| To be ~~implemented ~~reimplemented as ~~mfile || ~~m-file ||

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|extrema || Determine the extrema of a time series || findpeaks in signal (but maybe is just easier to port) || C || ||

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|false_nearest || The false nearest neighbor algorithm || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|ghkss || Nonlinear noise reduction || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|henon || Create a Hénon time series || None in GNU Octave || FORTRAN || To be reimplemented as m-file~~; already ported || ~~||Done

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|histogram || Creates histograms || hist in core || C || ||

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|ikeda || Create an Ikeda time series || None in GNU Octave || FORTRAN ~~to ~~|| To be reimplemented as mfile ~~|| ~~||

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|intervals || Event/intervcal conversion || Might exist under different name || FORTRAN ~~to ~~|| To be reimplemented as mfile ~~|| ~~||

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|lazy || Simple nonlinear noise reduction || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lfo-ar || Locally first order model vs. global AR model (old ll-ar) || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lfo-run || Iterate a locally first order model (old nstep) || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lfo-test || Test a locally first order model (old onestep) || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lorenz || Create a Lorenz time series || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|low121 || Time domain low pass filter || There are lowpass filters in Octave: buttap, cheb1ap, cheb2ap, ellipap, sftrans, but I don't think they perform this task || C~~, might be ok to implement ~~|| Reimplement as mfile ~~|| ~~||

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|lyap_k || Maximal Lyapunov exponent with the Kantz algorithm || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lyap_r || Maximal Lyapunov exponent with the Rosenstein algorithm || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lyap_spec || Full spectrum of Lyapunov exponents || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lzo-gm || Locally zeroth order model vs. global mean || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lzo-run || Iterate a locally zeroth order model || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|lzo-test || Test a locally zeroth order model (old zeroth) || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|makenoise || Produce noise || Rand exists || Should be implemented as mfile using Octave rand functions || ~~ ~~wrapped in C++/mfile/octfile code ||

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|mem_spec || Power spectrum using the maximum entropy principle || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|mutual || Estimate the mutual information || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|notch || Notch filter || pei_tseng_notch, needs to be verified || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|nstat_z || Nonstationarity testing via cross-prediction || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||

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|pca, pc || Principle component analysis || 'pcacov' if likely the equivalent ; pricomp in statistics || pca - C, pc - FORTRAN || ||

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|poincare || Create Poincaré sections || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|polyback || Fit a polynomial model (backward elimination) || polyfit, detrend, wpolyfit || ~~I do not know if they work the same way, but it does seem so, written in ~~C || ||

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|polynom || Fit a polynomial model || same as above || ~~same as above ~~C || ||

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|polynomp || Fit a polynomial model (reads terms to fit from file) || same as above || ~~same as above ~~C || ||

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|polypar || Creates parameter file for polynomp || same as above || ~~same as above ~~C || ||

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|predict || Forecast discriminating statistics for surrogates || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|randomize || General constraint randomization (surrogates) || There are random function, but I don't think this one exists || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|randomize_spikeauto_exp_random || Surrogate data preserving event time autocorrelations || Same as above || ~~Same as above ~~FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|randomize_spikespec_exp_event || Surrogate data preserving event time power spectrum || Same as above || ~~Same as above ~~FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|rbf || Radial basis functions fit || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|recurr || Creates a recurrence plot || None in GNU Octave || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|resample || Resamples data || There is 'resample' in Octave, but I believe it does something else || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|rescale || Rescale data set || This should be in Octave, cannot find... || C || ~~ ~~wrapped in C++/mfile/octfile code ||

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|rms || Rescale data set and get mean, variance and data interval || This should be in Octave, cannot find... || FORTRNAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|sav_gol || Savitzky-Golay filter || sgolayfilt in signal || C || ||

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|spectrum || Power spectrum using FFT || bispec from tsa? ; hist (fft (.)) || FORTRAN || ||

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|spikeauto || Autocorrelation function of event times || similar to above || FORTRAN || ||

|spikespec || Power spectrum of event times || ar_psd, cpsd is the closest but I do not think they are the same || FORTRAN || ||

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|stp || Creates a space-time separation plot || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|surrogates || Creates surrogate data || None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|timerev || Time reversal discrimating statistics for surrogates || None in GNU Octave || FORTRAN~~, to ~~|| To be ~~implemented ~~reimplemented as mfile ~~|| ~~||

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|upo || Finds unstable periodic orbits and estimates their stability || ~~No corresponding function ~~None in GNU Octave || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|upoembed || Takes the output of upo and create data files out of it || ~~Same as above ~~None in GNU Octave || ~~Same as above ~~FORTAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|wiener1, wiener2 || Wiener filter || Wiener process exists, might be similar || FORTRAN || ~~ ~~wrapped in C++/mfile/octfile code ||

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|xc2 || Cross-correlation integral || xcorr2 ~~|| ~~- Needs to be verified that works the same way || FORTRAN || ||

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|xcor || Cross-correlations || xcorr ~~|| ~~- Needs to be verified that works same way || C|| ||

|-

|xrecur || Cross-recurrence Plot || xcorr, or xcorr2 or another function might cover this || C || ||

156

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