User:Josiah425:TISEAN Package:Table of functions

Table of functions

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).

Program Name	Program Description	Corresponding Octave Function	Comments
arima-model	Fit and possibly iterate an ARIMA model	generalizes TSA arma functions	This is a c-file that can be wrapped in C++/mfile/octfile code
ar-model	Fit and possibly iterate an Autoregessive model	'aar' in TSA	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	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
c1	Fixed mass estimation of D1	None in GNU Octave	FORTRAN
c2d	Get local slopes from correlation integral	None in GNU Octave	FORTRAN
c2g	Gaussian kernel of C2	None in GNU Octave	FORTRAN
c2t	Takens estimator of D2	None in GNU Octave	FORTRAN
choose	Choose rows and/or columns from a data file	Does not need to be ported	------
compare	Compares two data sets	Does not need to be ported	FORTRAN
corr, autocorr	Autocorrelation function	xcorr in signal	corr -C, autocorr (faster according to documentation) - FORTRAN
d2	Correlation dimension d2	None in GNU Octave	c
delay	Creates delay embedding	None in GNU Octave (easy to implement in Octave but not worth the effort)	C
endtoend	Determine end-to-end mismatch	None in GNU Octave	FORTRAN
events	Interval/event conversion	None in GNU Octave	FORTRAN to be implemented as mfile
extrema	Determine the extrema of a time series	findpeaks in signal (but maybe is just easier to port)	C
false_nearest	The false nearest neighbor algorithm	None in GNU Octave	C
ghkss	Nonlinear noise reduction	None in GNU Octave	C
henon	Create a Hénon time series	There is not	To m-file; already ported
histogram	Creates histograms	hist in core	C
ikeda	Create an Ikeda time series	None in GNU Octave	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	None in GNU Octave	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