User:Josiah425:TISEAN Package:Table of functions
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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 | ||
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 | Autocorrelation function | ||
d2 | Correlation dimension d2 | I believe not, don't know | c |
delay | Creates delay embedding | ||
endtoend | Determine end-to-end mismatch | ||
events | Interval/event conversion | ||
extrema | Determine the extrema of a time series | ||
false_nearest | The false nearest neighbor algorithm | ||
ghkss | Nonlinear noise reduction | ||
henon | Create a Hénon time series | ||
histogram | Creates histograms | ||
ikeda | Create an Ikeda time series | ||
intervals | Event/intervcal conversion | ||
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 | 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 | ||
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 |