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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 | == 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" | {| 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 | |||
|- | |- | ||
|No color means that nothing about this function has been determined | |||
| | |} | ||
{| class="wikitable" | |||
| | |||
| | |||
|- | |- | ||
! 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 || | ||
|-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 | |||
|- | |- | ||
| | |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 | |||
|- | |- | ||
| | |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 || | |||
|- | |- | ||
| | |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 | |||
|- | |- | ||
| | |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 || | ||
|-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 || | |||
|- | |- | ||
| | |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 | |||
|- | |- | ||
| | |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 || | ||
|-style="background: LightGreen" | |||
|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 || | ||
|-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 | |||
|- | |- | ||
| | |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 || | ||
|-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 | |||
|- | |- | ||
| | |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 || | ||
|-style="background: Yellow" | |||
|xcor || Cross-correlations || xcorr - Needs to be verified that works same way || C|| wrapped in C++/mfile/octfile code || | |||
|- | |- | ||
|xzero || Locally zeroth order cross-prediction || | |xrecur || Cross-recurrence Plot || xcorr, or xcorr2 or another function might cover this || C || wrapped in C++/mfile/octfile code || | ||
|-style="background: LightGreen" | |||
|xzero || Locally zeroth order cross-prediction || None in GNU Octave || C || wrapped in C++/mfile/octfile code || | |||
|} | |} |
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