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 | 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 |