User:Josiah425:TISEAN Package:Table of functions: Difference between revisions
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! Program Name !! Program Description !! Corresponding Octave Function !! | ! 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 || This is a c-file that can be wrapped in C++/mfile/octfile code | | 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-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 | |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 | |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 | |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 | |c1 || Fixed mass estimation of D1 || None in GNU Octave || FORTRAN || || | ||
|- | |- | ||
|c2d || Get local slopes from correlation integral || 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 | |c2g || Gaussian kernel of C2 || None in GNU Octave || FORTRAN || || | ||
|- | |- | ||
|c2t || Takens estimator of D2 || 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 || ------ | |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 | |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 | |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 || || | ||
|- | |- | ||
|delay || Creates delay embedding || None in GNU Octave (easy to implement in Octave but not worth the effort) || 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 | |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 | |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 | |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 | |false_nearest || The false nearest neighbor algorithm || None in GNU Octave || C || || | ||
|- | |- | ||
|ghkss || Nonlinear noise reduction || None in GNU Octave || C | |ghkss || Nonlinear noise reduction || None in GNU Octave || C || || | ||
|- | |- | ||
|henon || Create a Hénon time series || None in GNU Octave || To m-file; already ported | |henon || Create a Hénon time series || None in GNU Octave || To m-file; already ported || || | ||
|- | |- | ||
|histogram || Creates histograms || hist in core || C | |histogram || Creates histograms || hist in core || C || || | ||
|- | |- | ||
|ikeda || Create an Ikeda time series || None in GNU Octave || FORTRAN to be reimplemented as mfile | |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 | |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 | |lazy || Simple nonlinear noise reduction || None in GNU Octave || FORTRAN || || | ||
|- | |- | ||
|lfo-ar || Locally first order model vs. global AR model (old ll-ar) || None in GNU Octave || C | |lfo-ar || Locally first order model vs. global AR model (old ll-ar) || None in GNU Octave || C || || | ||
|- | |- | ||
|lfo-run || Iterate a locally first order model (old nstep) || None in GNU Octave || C | |lfo-run || Iterate a locally first order model (old nstep) || None in GNU Octave || C || || | ||
|- | |- | ||
|lfo-test || Test a locally first order model (old onestep) || None in GNU Octave || C | |lfo-test || Test a locally first order model (old onestep) || None in GNU Octave || C || || | ||
|- | |- | ||
|lorenz || Create a Lorenz time series || None in GNU Octave || FORTRAN | |lorenz || Create a Lorenz time series || None in GNU Octave || 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 | |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 || None in GNU Octave || C | |lyap_k || Maximal Lyapunov exponent with the Kantz algorithm || None in GNU Octave || C || || | ||
|- | |- | ||
|lyap_r || Maximal Lyapunov exponent with the Rosenstein algorithm || None in GNU Octave || C | |lyap_r || Maximal Lyapunov exponent with the Rosenstein algorithm || None in GNU Octave || C || || | ||
|- | |- | ||
|lyap_spec || Full spectrum of Lyapunov exponents || None in GNU Octave || C | |lyap_spec || Full spectrum of Lyapunov exponents || None in GNU Octave || C || || | ||
|- | |- | ||
|lzo-gm || Locally zeroth order model vs. global mean || None in GNU Octave || C | |lzo-gm || Locally zeroth order model vs. global mean || None in GNU Octave || C || || | ||
|- | |- | ||
|lzo-run || Iterate a locally zeroth order model || None in GNU Octave || C | |lzo-run || Iterate a locally zeroth order model || None in GNU Octave || C || || | ||
|- | |- | ||
|lzo-test || Test a locally zeroth order model (old zeroth) || None in GNU Octave || C | |lzo-test || Test a locally zeroth order model (old zeroth) || None in GNU Octave || C || || | ||
|- | |- | ||
|makenoise || Produce noise || Rand exists || Should be implemented as mfile using Octave rand functions | |makenoise || Produce noise || Rand exists || Should be implemented as mfile using Octave rand functions || || | ||
|- | |- | ||
|mem_spec || Power spectrum using the maximum entropy principle || None in GNU Octave || C | |mem_spec || Power spectrum using the maximum entropy principle || None in GNU Octave || C || || | ||
|- | |- | ||
|mutual || Estimate the mutual information || None in GNU Octave || C | |mutual || Estimate the mutual information || None in GNU Octave || C || || | ||
|- | |- | ||
|notch || Notch filter || pei_tseng_notch, needs to be verified || FORTRAN | |notch || Notch filter || pei_tseng_notch, needs to be verified || FORTRAN || || | ||
|- | |- | ||
|nstat_z || Nonstationarity testing via cross-prediction || None in GNU Octave || C | |nstat_z || Nonstationarity testing via cross-prediction || None in GNU Octave || C || || | ||
|- | |- | ||
|pca, pc || Principle component analysis || 'pcacov' if likely the equivalent || pca - C, pc - FORTRAN | |pca, pc || Principle component analysis || 'pcacov' if likely the equivalent || pca - C, pc - FORTRAN || || | ||
|- | |- | ||
|poincare || Create Poincaré sections || None in GNU Octave || C | |poincare || Create Poincaré sections || None in GNU Octave || 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 | |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 | |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 | |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 | |polypar || Creates parameter file for polynomp || same as above || same as above || || | ||
|- | |- | ||
|predict || Forecast discriminating statistics for surrogates || None in GNU Octave || FORTRAN | |predict || Forecast discriminating statistics for surrogates || None in GNU Octave || FORTRAN || || | ||
|- | |- | ||
|randomize || General constraint randomization (surrogates) || There are random function, but I don't think this one exists || 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_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 | |randomize_spikespec_exp_event || Surrogate data preserving event time power spectrum || Same as above || Same as above || || | ||
|- | |- | ||
|rbf || Radial basis functions fit || None in GNU Octave || C | |rbf || Radial basis functions fit || None in GNU Octave || C || || | ||
|- | |- | ||
|recurr || Creates a recurrence plot || None in GNU Octave || C | |recurr || Creates a recurrence plot || None in GNU Octave || C || || | ||
|- | |- | ||
|resample || Resamples data || There is 'resample' in Octave, but I believe it does something else || 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 | |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 | |rms || Rescale data set and get mean, variance and data interval || This should be in Octave, cannot find... || FORTRNAN || || | ||
|- | |- | ||
|sav_gol || Savitzky-Golay filter || sgolayfilt in signal || C | |sav_gol || Savitzky-Golay filter || sgolayfilt in signal || C || || | ||
|- | |- | ||
|spectrum || Power spectrum using FFT || bispec from tsa? || FORTRAN | |spectrum || Power spectrum using FFT || bispec from tsa? || FORTRAN || || | ||
|- | |- | ||
|spikeauto || Autocorrelation function of event times || similar to above || 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 | |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 | |stp || Creates a space-time separation plot || None in GNU Octave || FORTRAN || || | ||
|- | |- | ||
|surrogates || Creates surrogate data || None in GNU Octave || FORTRAN | |surrogates || Creates surrogate data || None in GNU Octave || FORTRAN || || | ||
|- | |- | ||
|timerev || Time reversal discrimating statistics for surrogates || None in GNU Octave || FORTRAN, to be implemented as mfile | |timerev || Time reversal discrimating statistics for surrogates || None in GNU Octave || FORTRAN, to be implemented as mfile || || | ||
|- | |- | ||
|upo || Finds unstable periodic orbits and estimates their stability || No corresponding function in Octave || FORTRAN | |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 | |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 | |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 | |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 | |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 | |xrecur || Cross-recurrence Plot || xcorr, or xcorr2 or another function might cover this || C || || | ||
|- | |- | ||
|xzero || Locally zeroth order cross-prediction || None in GNU Octave || C | |xzero || Locally zeroth order cross-prediction || None in GNU Octave || C || || | ||
|} | |} |
Revision as of 15:56, 6 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 | Lanuguage of Origin | How to port | Status |
---|---|---|---|---|---|
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 | None in GNU Octave | 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) | None in GNU Octave | C | ||
lfo-run | Iterate a locally first order model (old nstep) | None in GNU Octave | C | ||
lfo-test | Test a locally first order model (old onestep) | None in GNU Octave | C | ||
lorenz | Create a Lorenz time series | None in GNU Octave | 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 | None in GNU Octave | C | ||
lyap_r | Maximal Lyapunov exponent with the Rosenstein algorithm | None in GNU Octave | C | ||
lyap_spec | Full spectrum of Lyapunov exponents | None in GNU Octave | C | ||
lzo-gm | Locally zeroth order model vs. global mean | None in GNU Octave | C | ||
lzo-run | Iterate a locally zeroth order model | None in GNU Octave | C | ||
lzo-test | Test a locally zeroth order model (old zeroth) | None in GNU Octave | C | ||
makenoise | Produce noise | Rand exists | Should be implemented as mfile using Octave rand functions | ||
mem_spec | Power spectrum using the maximum entropy principle | None in GNU Octave | C | ||
mutual | Estimate the mutual information | None in GNU Octave | C | ||
notch | Notch filter | pei_tseng_notch, needs to be verified | FORTRAN | ||
nstat_z | Nonstationarity testing via cross-prediction | None in GNU Octave | C | ||
pca, pc | Principle component analysis | 'pcacov' if likely the equivalent | pca - C, pc - FORTRAN | ||
poincare | Create Poincaré sections | None in GNU Octave | 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 | None in GNU Octave | 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 | None in GNU Octave | C | ||
recurr | Creates a recurrence plot | None in GNU Octave | 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 | sgolayfilt in signal | 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 | None in GNU Octave | FORTRAN | ||
surrogates | Creates surrogate data | None in GNU Octave | FORTRAN | ||
timerev | Time reversal discrimating statistics for surrogates | None in GNU Octave | 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 | None in GNU Octave | C |