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