# Difference between revisions of "User:Josiah425:TISEAN Package:Table of functions"

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|compare || Compares two data sets || Does not need to be ported || FORTRAN | |compare || Compares two data sets || Does not need to be ported || FORTRAN | ||

|- | |- | ||

− | |corr, autocorr || Autocorrelation function || | + | |corr, autocorr || Autocorrelation function || xcorr in signal || corr -C, autocorr (faster according to documentation) - FORTRAN |

|- | |- | ||

|d2 || Correlation dimension d2 || None in GNU Octave || c | |d2 || Correlation dimension d2 || None in GNU Octave || c |

## Revision as of 08:20, 4 April 2015

## 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 |