User:Josiah425:TISEAN Package:Table of functions: Difference between revisions

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{| class="wikitable"
== Table of functions ==
In reference to the TISEAN library alphabetical order of programs which is located [http://www.mpipks-dresden.mpg.de/~tisean/Tisean_3.0.1/docs/alphabetical.html here].
 
The choice whether a program exist in Octave is based only on comparing package/octave documentation with the TISEAN documentation. As of now I have not compared any code, nor checked if any sample data gives the same results from both functions (the octave ones and the TISEAN ones).
 
The legend to understand the table is as follows:
{| class="wikitable"  
|-style="background: LightGreen"
|Green means the function is ported, tested or is not needed
|-style="background: LightSalmon"
|Red means the function was thought to have been similar but isn't
|-style="background: Yellow"
|Yellow means that the correlation between the TISEAN and Octave function needs to be verified
|-
|-
! Program Name !! Program Description !! Corresponding Octave Function !! Comments
|No color means that nothing about this function has been determined
|}
 
{| class="wikitable"
|-
|-
|arima-model || Fit and possibly iterate an ARIMA model ||  ||
! Program Name !! Program Description !! Corresponding Octave Function !! Lanuguage of Origin !! How to port !! Status
|-
|-
|ar-model || Fit and possibly iterate an Autoregessive model || ||
| arima-model || Fit and possibly iterate an ARIMA model || generalizes TSA arma functions || C || wrapped in C++/mfile/octfile code ||
|-
|-
|ar-run || Iterate an Autoregessive model ||  ||
|ar-model || Fit and possibly iterate an Autoregessive model || 'aar' in TSA; see also: aarmam, adim, amarma, mvaar from TSA || C || wrapped in C++/mfile/octfile code ||
|-
|-
|av-d2 || Simply smooth output of d2 ||  ||
|ar-run || Iterate an Autoregessive model || Same as above || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|av-d2 || Simply smooth output of d2 || Can be implemented with filter in core || C ||  ||
|-style="background: LightGreen"
|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 ||
|-style="background: LightGreen"
|c1 || Fixed mass estimation of D1 || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|c2d || Get local slopes from correlation integral || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|c2g || Gaussian kernel of C2 || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|c2t || Takens estimator of D2 || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|choose || Choose rows and/or columns from a data file || Does not need to be ported || FORTRAN || ----- || Not Needed
|-style="background: LightGreen"
|compare || Compares two data sets || Does not need to be ported || FORTRAN || ------ || Not Needed
|-style="background: LightGreen"
|corr, autocorr || Autocorrelation function || xcorr in signal || corr -C, autocorr (faster according to documentation) - FORTRAN || ------- || Different usage, same result
|-style="background: LightGreen"
|d2 || Correlation dimension d2 || None in GNU Octave  || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|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 || Ported&Tested
|-style="background: LightGreen"
|endtoend || Determine end-to-end mismatch || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code || Ported&Tested
|-
|-
|boxcount || Renyi Entopies of Qth order ||  ||
|events || Interval/event conversion || None in GNU Octave || FORTRAN || To be reimplemented as m-file ||
|-style="background: LightSalmon"
|extrema || Determine the extrema of a time series || findpeaks in signal is *not* the same || C ||  ||
|-style="background: LightGreen"
|false_nearest || The false nearest neighbor algorithm || None in GNU Octave || C || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|ghkss || Nonlinear noise reduction || None in GNU Octave || C || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|henon || Create a Hénon time series || None in GNU Octave || FORTRAN || To be reimplemented as m-file || Ported&Checked
|-style="background: LightGreen"
|histogram || Creates histograms || hist in core  || C  ||  || Different usage, same result
|-style="background: LightGreen"
|ikeda || Create an Ikeda time series || None in GNU Octave || FORTRAN || To be reimplemented as mfile || Ported&Tested
|-
|-
|c1 || Fixed mass estimation of D1 || ||
|intervals || Event/intervcal conversion || Might exist under different name || FORTRAN || To be reimplemented as mfile ||
|-style="background: LightGreen"
|lazy || Simple nonlinear noise reduction || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|lfo-ar || Locally first order model vs. global AR model (old ll-ar) || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|lfo-run || Iterate a locally first order model (old nstep) || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|lfo-test || Test a locally first order model (old onestep) || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-style="background: Yellow"
|lorenz || Create a Lorenz time series || Can be implemented in GNU Octave using lsode or odepkg|| FORTRAN || mfile ||
|-
|-
|c2d || Get local slopes from correlation integral || ||
|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 || Reimplement as mfile ||
|-style="background: LightGreen"
|lyap_k || Maximal Lyapunov exponent with the Kantz algorithm || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|lyap_r || Maximal Lyapunov exponent with the Rosenstein algorithm || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|lyap_spec || Full spectrum of Lyapunov exponents || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|lzo-gm || Locally zeroth order model vs. global mean || None in GNU Octave || C || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|lzo-run || Iterate a locally zeroth order model || None in GNU Octave || C || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|lzo-test || Test a locally zeroth order model (old zeroth) || None in GNU Octave || C || wrapped in C++/mfile/octfile code || Ported&Tested
|-
|-
|c2g || Gaussian kernel of C2 || ||
|makenoise || Produce noise || Rand exists || Should be implemented as mfile using Octave rand functions || wrapped in C++/mfile/octfile code ||
|-
|-
|c2t || Takens estimator of D2 || ||
|mem_spec || Power spectrum using the maximum entropy principle || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|mutual || Estimate the mutual information || None in GNU Octave || C || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: Yellow"
|notch || Notch filter || pei_tseng_notch, needs to be verified || FORTRAN || wrapped in C++/mfile/octfile code ||
|-
|-
|choose || Choose rows and/or columns from a data file ||  ||
|nstat_z || Nonstationarity testing via cross-prediction || None in GNU Octave || C ||wrapped in C++/mfile/octfile code  ||
|-style="background: LightGreen"
|pca, pc || Principle component analysis || 'pcacov' if likely the equivalent; pricomp in statistics || pca - C, pc - FORTRAN ||  wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|poincare || Create Poincaré sections || None in GNU Octave || C || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightSalmon"
|polyback || Fit a polynomial model (backward elimination) || polyfit, detrend, wpolyfit are not similar || C || wrapped in C++ || Porting needed
|-style="background: LightGreen"
|polynom || Fit a polynomial model || same as above || C ||  ||
|-style="background: LightSalmon"
|polynomp || Fit a polynomial model (reads terms to fit from file) || same as above  || C ||  ||
|-style="background: LightSalmon"
|polypar || Creates parameter file for polynomp || same as above || C ||  ||
|-style="background: LightGreen"
|predict || Forecast discriminating statistics for surrogates || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code || Same as lzo_test; Not Needed
|-
|-
|compare || Compares two data sets || ||
|randomize || General constraint randomization (surrogates) || There are random function, but I don't think this one exists || FORTRAN || wrapped in C++/mfile/octfile code ||
|-
|-
|corr || Autocorrelation function ||  ||
|randomize_spikeauto_exp_random || Surrogate data preserving event time autocorrelations || Same as above || FORTRAN || wrapped in C++/mfile/octfile code ||
|-
|-
|d2 || Correlation dimension d2 || ||
|randomize_spikespec_exp_event || Surrogate data preserving event time power spectrum || Same as above || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|rbf || Radial basis functions fit || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-
|-
|delay || Creates delay embedding || ||
|recurr || Creates a recurrence plot || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-
|-
|endtoend || Determine end-to-end mismatch || ||
|resample || Resamples data || There is 'resample' in Octave, but I believe it does something else || C || wrapped in C++/mfile/octfile code ||
|-
|-
|events || Interval/event conversion ||  ||
|rescale || Rescale data set || This should be in Octave, cannot find... || C || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|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 || Not Needed
|-style="background: Yellow"
|sav_gol || Savitzky-Golay filter || sgolayfilt in signal || C ||  ||
|-style="background: LightGreen"
|spectrum || Power spectrum using FFT || abs (fft (;)) || FORTRAN || Rewrite as m-file || Ported&Tested
|-
|-
|extrema || Determine the extrema of a time series ||  ||
|spikeauto || Autocorrelation function of event times || similar to above || FORTRAN ||  ||
|-
|-
|false_nearest || The false nearest neighbor algorithm ||  ||
|spikespec || Power spectrum of event times || ar_psd, cpsd is the closest but I do not think they are the same || FORTRAN ||  ||
|-
|-
|ghkss || Nonlinear noise reduction || ||
|stp || Creates a space-time separation plot || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: LightGreen"
|surrogates || Creates surrogate data || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|timerev || Time reversal discrimating statistics for surrogates || None in GNU Octave || FORTRAN || To be reimplemented as mfile || Ported&Tested
|-style="background: LightGreen"
|upo || Finds unstable periodic orbits and estimates their stability || None in GNU Octave || FORTRAN || wrapped in C++/mfile/octfile code || Ported&Tested
|-style="background: LightGreen"
|upoembed || Takes the output of upo and create data files out of it || None in GNU Octave || FORTAN || wrapped in C++/mfile/octfile code || Ported&Tested
|-
|-
|henon || Create a Hénon time series || ||
|wiener1, wiener2 || Wiener filter || Wiener process exists, might be similar || FORTRAN || wrapped in C++/mfile/octfile code ||
|-
|-
|histogram || Creates histograms || ||
|xc2 || Cross-correlation integral || xcorr2 - Needs to be verified that works the same way || FORTRAN || wrapped in C++/mfile/octfile code ||
|-style="background: Yellow"
|xcor || Cross-correlations || xcorr - Needs to be verified that works same way || C|| wrapped in C++/mfile/octfile code ||  
|-
|-
|ikeda || Create an Ikeda time series || ||
|xrecur || Cross-recurrence Plot || xcorr, or xcorr2 or another function might cover this || C || wrapped in C++/mfile/octfile code ||
|-
|-style="background: LightGreen"
|intervals || Event/intervcal conversion ||  ||
|xzero || Locally zeroth order cross-prediction || None in GNU Octave || C || wrapped in C++/mfile/octfile code ||
|-
|lazy || Simple nonlinear noise reduction ||  ||
|-
|lfo-ar || Locally first order model vs. global AR model (old ll-ar) ||  ||
|-
|lfo-run || Iterate a locally first order model (old nstep) ||  ||
|-
|lfo-test || Test a locally first order model (old onestep) ||  ||
|-
|lorenz || Create a Lorenz time series ||  ||
|-
|low121 || Time domain low pass filter ||  ||
|-
|lyap_k || Maximal Lyapunov exponent with the Kantz algorithm ||  ||
|-
|lyap_r || Maximal Lyapunov exponent with the Rosenstein algorithm ||  ||
|-
|lyap_spec || Full spectrum of Lyapunov exponents ||  ||
|-
|lzo-gm || Locally zeroth order model vs. global mean ||  ||
|-
|lzo-run || Iterate a locally zeroth order model ||  ||
|-
|lzo-test || Test a locally zeroth order model (old zeroth) ||  ||
|-
|makenoise || Produce noise ||  ||
|-
|mem_spec || Power spectrum using the maximum entropy principle ||  ||
|-
|mutual || Estimate the mutual information ||  ||
|-
|notch || Notch filter ||  ||
|-
|nstat_z || Nonstationarity testing via cross-prediction || ||
|-
|pca || Principle component analysis ||  ||
|-
|poincare || Create Poincaré sections ||  ||
|-
|polyback || Fit a polynomial model (backward elimination) ||  ||
|-
|polynom || Fit a polynomial model ||  ||
|-
|polynomp || Fit a polynomial model (reads terms to fit from file) ||  ||
|-
|polypar || Creates parameter file for polynomp ||  ||
|-
|predict || Forecast discriminating statistics for surrogates ||  ||
|-
|randomize || General constraint randomization (surrogates) ||  ||
|-
|randomize_spikeauto_exp_random || Surrogate data preserving event time autocorrelations ||  ||
|-
|randomize_spikespec_exp_event || Surrogate data preserving event time power spectrum ||  ||
|-
|rbf || Radial basis functions fit ||  ||
|-
|recurr || Creates a recurrence plot ||  ||
|-
|resample || Resamples data ||  ||
|-
|rescale || Rescale data set ||  ||
|-
|rms || Rescale data set and get mean, variance and data interval ||  ||
|-
|sav_gol || Savitzky-Golay filter ||  ||
|-
|spectrum || Power spectrum using FFT ||  ||
|-
|spikeauto || Autocorrelation function of event times ||  ||
|-
|spikespec || Power spectrum of event times ||  ||
|-
|stp || Creates a space-time separation plot ||  ||
|-
|surrogates || Creates surrogate data ||  ||
|-
|timerev || Time reversal discrimating statistics for surrogates ||  ||
|-
|upo || Finds unstable periodic orbits and estimates their stability ||  ||
|-
|upoembed || Takes the output of upo and create data files out of it ||  ||
|-
|wiener || Wiener filter ||  ||
|-
|xc2 || Cross-correlation integral ||  ||
|-
|xcor || Cross-correlations ||  ||
|-
|xrecur || Cross-recurrence Plot ||  ||
|-
|xzero || Locally zeroth order cross-prediction
|}
|}

Latest revision as of 15:30, 11 August 2015

Table of functions[edit]

In reference to the TISEAN library alphabetical order of programs which is located here.

The choice whether a program exist in Octave is based only on comparing package/octave documentation with the TISEAN documentation. As of now I have not compared any code, nor checked if any sample data gives the same results from both functions (the octave ones and the TISEAN ones).

The legend to understand the table is as follows:

Green means the function is ported, tested or is not needed
Red means the function was thought to have been similar but isn't
Yellow means that the correlation between the TISEAN and Octave function needs to be verified
No color means that nothing about this function has been determined
Program Name Program Description Corresponding Octave Function Lanuguage of Origin How to port Status
arima-model Fit and possibly iterate an ARIMA model generalizes TSA arma functions C wrapped in C++/mfile/octfile code
ar-model Fit and possibly iterate an Autoregessive model 'aar' in TSA; see also: aarmam, adim, amarma, mvaar from TSA C wrapped in C++/mfile/octfile code
ar-run Iterate an Autoregessive model Same as above FORTRAN wrapped in C++/mfile/octfile code
av-d2 Simply smooth output of d2 Can be implemented with filter in core C
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
c1 Fixed mass estimation of D1 None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code
c2d Get local slopes from correlation integral None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code
c2g Gaussian kernel of C2 None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code
c2t Takens estimator of D2 None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code
choose Choose rows and/or columns from a data file Does not need to be ported FORTRAN ----- Not Needed
compare Compares two data sets Does not need to be ported FORTRAN ------ Not Needed
corr, autocorr Autocorrelation function xcorr in signal corr -C, autocorr (faster according to documentation) - FORTRAN ------- Different usage, same result
d2 Correlation dimension d2 None in GNU Octave C wrapped in C++/mfile/octfile code
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 Ported&Tested
endtoend Determine end-to-end mismatch None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code Ported&Tested
events Interval/event conversion None in GNU Octave FORTRAN To be reimplemented as m-file
extrema Determine the extrema of a time series findpeaks in signal is *not* the same C
false_nearest The false nearest neighbor algorithm None in GNU Octave C wrapped in C++/mfile/octfile code Ported&Tested
ghkss Nonlinear noise reduction None in GNU Octave C wrapped in C++/mfile/octfile code Ported&Tested
henon Create a Hénon time series None in GNU Octave FORTRAN To be reimplemented as m-file Ported&Checked
histogram Creates histograms hist in core C Different usage, same result
ikeda Create an Ikeda time series None in GNU Octave FORTRAN To be reimplemented as mfile Ported&Tested
intervals Event/intervcal conversion Might exist under different name FORTRAN To be reimplemented as mfile
lazy Simple nonlinear noise reduction None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code Ported&Tested
lfo-ar Locally first order model vs. global AR model (old ll-ar) None in GNU Octave C wrapped in C++/mfile/octfile code
lfo-run Iterate a locally first order model (old nstep) None in GNU Octave C wrapped in C++/mfile/octfile code
lfo-test Test a locally first order model (old onestep) None in GNU Octave C wrapped in C++/mfile/octfile code
lorenz Create a Lorenz time series Can be implemented in GNU Octave using lsode or odepkg FORTRAN mfile
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 Reimplement as mfile
lyap_k Maximal Lyapunov exponent with the Kantz algorithm None in GNU Octave C wrapped in C++/mfile/octfile code
lyap_r Maximal Lyapunov exponent with the Rosenstein algorithm None in GNU Octave C wrapped in C++/mfile/octfile code
lyap_spec Full spectrum of Lyapunov exponents None in GNU Octave C wrapped in C++/mfile/octfile code
lzo-gm Locally zeroth order model vs. global mean None in GNU Octave C wrapped in C++/mfile/octfile code Ported&Tested
lzo-run Iterate a locally zeroth order model None in GNU Octave C wrapped in C++/mfile/octfile code Ported&Tested
lzo-test Test a locally zeroth order model (old zeroth) None in GNU Octave C wrapped in C++/mfile/octfile code Ported&Tested
makenoise Produce noise Rand exists Should be implemented as mfile using Octave rand functions wrapped in C++/mfile/octfile code
mem_spec Power spectrum using the maximum entropy principle None in GNU Octave C wrapped in C++/mfile/octfile code
mutual Estimate the mutual information None in GNU Octave C wrapped in C++/mfile/octfile code Ported&Tested
notch Notch filter pei_tseng_notch, needs to be verified FORTRAN wrapped in C++/mfile/octfile code
nstat_z Nonstationarity testing via cross-prediction None in GNU Octave C wrapped in C++/mfile/octfile code
pca, pc Principle component analysis 'pcacov' if likely the equivalent; pricomp in statistics pca - C, pc - FORTRAN wrapped in C++/mfile/octfile code Ported&Tested
poincare Create Poincaré sections None in GNU Octave C wrapped in C++/mfile/octfile code Ported&Tested
polyback Fit a polynomial model (backward elimination) polyfit, detrend, wpolyfit are not similar C wrapped in C++ Porting needed
polynom Fit a polynomial model same as above C
polynomp Fit a polynomial model (reads terms to fit from file) same as above C
polypar Creates parameter file for polynomp same as above C
predict Forecast discriminating statistics for surrogates None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code Same as lzo_test; Not Needed
randomize General constraint randomization (surrogates) There are random function, but I don't think this one exists FORTRAN wrapped in C++/mfile/octfile code
randomize_spikeauto_exp_random Surrogate data preserving event time autocorrelations Same as above FORTRAN wrapped in C++/mfile/octfile code
randomize_spikespec_exp_event Surrogate data preserving event time power spectrum Same as above FORTRAN wrapped in C++/mfile/octfile code
rbf Radial basis functions fit None in GNU Octave C wrapped in C++/mfile/octfile code
recurr Creates a recurrence plot None in GNU Octave C wrapped in C++/mfile/octfile code
resample Resamples data There is 'resample' in Octave, but I believe it does something else C wrapped in C++/mfile/octfile code
rescale Rescale data set This should be in Octave, cannot find... C wrapped in C++/mfile/octfile code
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 Not Needed
sav_gol Savitzky-Golay filter sgolayfilt in signal C
spectrum Power spectrum using FFT abs (fft (;)) FORTRAN Rewrite as m-file Ported&Tested
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 None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code
surrogates Creates surrogate data None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code Ported&Tested
timerev Time reversal discrimating statistics for surrogates None in GNU Octave FORTRAN To be reimplemented as mfile Ported&Tested
upo Finds unstable periodic orbits and estimates their stability None in GNU Octave FORTRAN wrapped in C++/mfile/octfile code Ported&Tested
upoembed Takes the output of upo and create data files out of it None in GNU Octave FORTAN wrapped in C++/mfile/octfile code Ported&Tested
wiener1, wiener2 Wiener filter Wiener process exists, might be similar FORTRAN wrapped in C++/mfile/octfile code
xc2 Cross-correlation integral xcorr2 - Needs to be verified that works the same way FORTRAN wrapped in C++/mfile/octfile code
xcor Cross-correlations xcorr - Needs to be verified that works same way C wrapped in C++/mfile/octfile code
xrecur Cross-recurrence Plot xcorr, or xcorr2 or another function might cover this C wrapped in C++/mfile/octfile code
xzero Locally zeroth order cross-prediction None in GNU Octave C wrapped in C++/mfile/octfile code
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