User:Josiah425:TISEAN Package:Table of functions: Difference between revisions
Jump to navigation
Jump to search
No edit summary |
No edit summary |
||
Line 33: | Line 33: | ||
|delay || Creates delay embedding || Most likely does not exist || C | |delay || Creates delay embedding || Most likely does not exist || C | ||
|- | |- | ||
|endtoend || Determine end-to-end mismatch || | |endtoend || Determine end-to-end mismatch || Does not exist || FORTRAN | ||
|- | |- | ||
|events || Interval/event conversion || | |events || Interval/event conversion || Might exist, most likely does not || FORTRAN to be implemented as mfile | ||
|- | |- | ||
|extrema || Determine the extrema of a time series || | |extrema || Determine the extrema of a time series || A min or max function exist, though I do not know if it accomplishes the same task || C | ||
|- | |- | ||
|false_nearest || The false nearest neighbor algorithm || Does not exist || C | |false_nearest || The false nearest neighbor algorithm || Does not exist || C | ||
Line 45: | Line 45: | ||
|henon || Create a Hénon time series || There is not || To m-file; already ported | |henon || Create a Hénon time series || There is not || To m-file; already ported | ||
|- | |- | ||
|histogram || Creates histograms || || | |histogram || Creates histograms || Might exist, cannot find(obviously histogram exists, but I cannot tell if it "estimates the scalar distribution of data set") || C | ||
|- | |- | ||
|ikeda || Create an Ikeda time series || | |ikeda || Create an Ikeda time series || Does not exist || FORTRAN to be reimplemented as mfile | ||
|- | |- | ||
|intervals || Event/intervcal conversion || | |intervals || Event/intervcal conversion || Might exist under different name || FORTRAN to be reimplemented as mfile | ||
|- | |- | ||
|lazy || Simple nonlinear noise reduction || There is not || FORTRAN | |lazy || Simple nonlinear noise reduction || There is not || FORTRAN | ||
Line 59: | Line 59: | ||
|lfo-test || Test a locally first order model (old onestep) || Does not exist || C | |lfo-test || Test a locally first order model (old onestep) || Does not exist || C | ||
|- | |- | ||
|lorenz || Create a Lorenz time series || | |lorenz || Create a Lorenz time series || Does not exist || FORTRAN | ||
|- | |- | ||
|low121 || Time domain low pass filter || | |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 as mfile | ||
|- | |- | ||
|lyap_k || Maximal Lyapunov exponent with the Kantz algorithm || Does not exist || C | |lyap_k || Maximal Lyapunov exponent with the Kantz algorithm || Does not exist || C | ||
Line 73: | Line 73: | ||
|lzo-run || Iterate a locally zeroth order model || Does not exist || C | |lzo-run || Iterate a locally zeroth order model || Does not exist || C | ||
|- | |- | ||
|lzo-test || Test a locally zeroth order model (old zeroth) || | |lzo-test || Test a locally zeroth order model (old zeroth) || Does not exist || C | ||
|- | |- | ||
|makenoise || Produce noise || | |makenoise || Produce noise || Rand exists || Should be implemented as mfile using Octave rand functions | ||
|- | |- | ||
|mem_spec || Power spectrum using the maximum entropy principle || | |mem_spec || Power spectrum using the maximum entropy principle || Does not exist || C | ||
|- | |- | ||
|mutual || Estimate the mutual information || Does not exist || C | |mutual || Estimate the mutual information || Does not exist || C | ||
|- | |- | ||
|notch || Notch filter || | |notch || Notch filter || pei_tseng_notch, needs to be verified || FORTRAN | ||
|- | |- | ||
|nstat_z || Nonstationarity testing via cross-prediction || | |nstat_z || Nonstationarity testing via cross-prediction || Does not exist || C | ||
|- | |- | ||
|pca, pc || Principle component analysis || 'pcacov' if likely the equivalent || pca - C, pc - FORTRAN | |pca, pc || Principle component analysis || 'pcacov' if likely the equivalent || pca - C, pc - FORTRAN | ||
|- | |- | ||
|poincare || Create Poincaré sections || | |poincare || Create Poincaré sections || Does not exist || C | ||
|- | |- | ||
|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 | |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 | ||
Line 107: | Line 107: | ||
|rbf || Radial basis functions fit || Does not exist || C | |rbf || Radial basis functions fit || Does not exist || C | ||
|- | |- | ||
|recurr || Creates a recurrence plot || | |recurr || Creates a recurrence plot || Does not exist || C | ||
|- | |- | ||
|resample || Resamples data || There is 'resample' in Octave, but I believe it does something else || C | |resample || Resamples data || There is 'resample' in Octave, but I believe it does something else || C | ||
Line 115: | Line 115: | ||
|rms || Rescale data set and get mean, variance and data interval || This should be in Octave, cannot find... || FORTRNAN | |rms || Rescale data set and get mean, variance and data interval || This should be in Octave, cannot find... || FORTRNAN | ||
|- | |- | ||
|sav_gol || Savitzky-Golay filter || | |sav_gol || Savitzky-Golay filter || Does not exist || C | ||
|- | |- | ||
|spectrum || Power spectrum using FFT || | |spectrum || Power spectrum using FFT || bispec from tsa? || FORTRAN | ||
|- | |- | ||
|spikeauto || Autocorrelation function of event times || | |spikeauto || Autocorrelation function of event times || similar to above || FORTRAN | ||
|- | |- | ||
|spikespec || Power spectrum of event times || | |spikespec || Power spectrum of event times || ar_psd, cpsd is the closest but I do not think they are the same || FORTRAN | ||
|- | |- | ||
|stp || Creates a space-time separation plot || | |stp || Creates a space-time separation plot || Does not exist || FORTRAN | ||
|- | |- | ||
|surrogates || Creates surrogate data || Does not exist || FORTRAN | |surrogates || Creates surrogate data || Does not exist || FORTRAN | ||
|- | |- | ||
|timerev || Time reversal discrimating statistics for surrogates || Does not exist || FORTRAN | |timerev || Time reversal discrimating statistics for surrogates || Does not exist || FORTRAN, to be implemented as mfile | ||
|- | |- | ||
|upo || Finds unstable periodic orbits and estimates their stability || No corresponding function in Octave || FORTRAN | |upo || Finds unstable periodic orbits and estimates their stability || No corresponding function in Octave || FORTRAN | ||
|- | |- | ||
|upoembed || Takes the output of upo and create data files out of it || | |upoembed || Takes the output of upo and create data files out of it || Same as above || Same as above | ||
|- | |- | ||
|wiener1, wiener2 || Wiener filter || | |wiener1, wiener2 || Wiener filter || Wiener process exists, might be similar || FORTRAN | ||
|- | |- | ||
|xc2 || Cross-correlation integral || xcorr2 || Needs to be verified that works the same way | |xc2 || Cross-correlation integral || xcorr2 || Needs to be verified that works the same way |
Revision as of 02:55, 3 April 2015
In reference to the TISEAN library alphabetical order of programs which is located here.
Program Name | Program Description | Corresponding Octave Function | Comments |
---|---|---|---|
arima-model | Fit and possibly iterate an ARIMA model | There is 'aar' in TSA but cannot determine if this is different or not | This is a c-file that can be wrapped in C++/mfile/octfile code |
ar-model | Fit and possibly iterate an Autoregessive model | Same as above | C; see also: aarmam, adim, amarma, mvaar from TSA |
ar-run | Iterate an Autoregessive model | Same as above | FORTRAN |
av-d2 | Simply smooth output of d2 | Same as above | C |
boxcount | Renyi Entopies of Qth order | There most likely is none | C |
c1 | Fixed mass estimation of D1 | Most likely is none | FORTRAN |
c2d | Get local slopes from correlation integral | Most likely none | FORTRAN |
c2g | Gaussian kernel of C2 | Does not exist | FORTRAN |
c2t | Takens estimator of D2 | Most likely 'rmle' from tsa | FORTRAN |
choose | Choose rows and/or columns from a data file | Does not need to be ported | ------ |
compare | Compares two data sets | If 'rms' exists in Octave no need for port | FORTRAN |
corr, autocorr | Autocorrelation function | There is 'acorf' in tsa but i don't know if is the same | corr -C, autocorr (faster according to documentation) - FORTRAN |
d2 | Correlation dimension d2 | I believe not, don't know | c |
delay | Creates delay embedding | Most likely does not exist | C |
endtoend | Determine end-to-end mismatch | Does not exist | FORTRAN |
events | Interval/event conversion | Might exist, most likely does not | FORTRAN to be implemented as mfile |
extrema | Determine the extrema of a time series | A min or max function exist, though I do not know if it accomplishes the same task | C |
false_nearest | The false nearest neighbor algorithm | Does not exist | C |
ghkss | Nonlinear noise reduction | There is not | C |
henon | Create a Hénon time series | There is not | To m-file; already ported |
histogram | Creates histograms | Might exist, cannot find(obviously histogram exists, but I cannot tell if it "estimates the scalar distribution of data set") | C |
ikeda | Create an Ikeda time series | Does not exist | FORTRAN to be reimplemented as mfile |
intervals | Event/intervcal conversion | Might exist under different name | FORTRAN to be reimplemented as mfile |
lazy | Simple nonlinear noise reduction | There is not | FORTRAN |
lfo-ar | Locally first order model vs. global AR model (old ll-ar) | Does not exist | C |
lfo-run | Iterate a locally first order model (old nstep) | Does not exist | C |
lfo-test | Test a locally first order model (old onestep) | Does not exist | C |
lorenz | Create a Lorenz time series | Does not exist | FORTRAN |
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 as mfile |
lyap_k | Maximal Lyapunov exponent with the Kantz algorithm | Does not exist | C |
lyap_r | Maximal Lyapunov exponent with the Rosenstein algorithm | Does not exist | C |
lyap_spec | Full spectrum of Lyapunov exponents | Does not exist | C |
lzo-gm | Locally zeroth order model vs. global mean | Does not exist | C |
lzo-run | Iterate a locally zeroth order model | Does not exist | C |
lzo-test | Test a locally zeroth order model (old zeroth) | Does not exist | C |
makenoise | Produce noise | Rand exists | Should be implemented as mfile using Octave rand functions |
mem_spec | Power spectrum using the maximum entropy principle | Does not exist | C |
mutual | Estimate the mutual information | Does not exist | C |
notch | Notch filter | pei_tseng_notch, needs to be verified | FORTRAN |
nstat_z | Nonstationarity testing via cross-prediction | Does not exist | C |
pca, pc | Principle component analysis | 'pcacov' if likely the equivalent | pca - C, pc - FORTRAN |
poincare | Create Poincaré sections | Does not exist | C |
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 |
polynom | Fit a polynomial model | same as above | same as above |
polynomp | Fit a polynomial model (reads terms to fit from file) | same as above | same as above |
polypar | Creates parameter file for polynomp | same as above | same as above |
predict | Forecast discriminating statistics for surrogates | Does not exist | FORTRAN |
randomize | General constraint randomization (surrogates) | There are random function, but I don't think this one exists | FORTRAN |
randomize_spikeauto_exp_random | Surrogate data preserving event time autocorrelations | Same as above | Same as above |
randomize_spikespec_exp_event | Surrogate data preserving event time power spectrum | Same as above | Same as above |
rbf | Radial basis functions fit | Does not exist | C |
recurr | Creates a recurrence plot | Does not exist | C |
resample | Resamples data | There is 'resample' in Octave, but I believe it does something else | C |
rescale | Rescale data set | This should be in Octave, cannot find... | C |
rms | Rescale data set and get mean, variance and data interval | This should be in Octave, cannot find... | FORTRNAN |
sav_gol | Savitzky-Golay filter | Does not exist | C |
spectrum | Power spectrum using FFT | bispec from tsa? | FORTRAN |
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 |
stp | Creates a space-time separation plot | Does not exist | FORTRAN |
surrogates | Creates surrogate data | Does not exist | FORTRAN |
timerev | Time reversal discrimating statistics for surrogates | Does not exist | FORTRAN, to be implemented as mfile |
upo | Finds unstable periodic orbits and estimates their stability | No corresponding function in Octave | FORTRAN |
upoembed | Takes the output of upo and create data files out of it | Same as above | Same as above |
wiener1, wiener2 | Wiener filter | Wiener process exists, might be similar | FORTRAN |
xc2 | Cross-correlation integral | xcorr2 | Needs to be verified that works the same way |
xcor | Cross-correlations | xcorr | Needs to be verified that works same way |
xrecur | Cross-recurrence Plot | xcorr, or xcorr2 or another function might cover this | C |
xzero | Locally zeroth order cross-prediction | Does not exist | C |