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

Jump to navigation
Jump to search

Line 6: | Line 6: | ||

{| class="wikitable" | {| class="wikitable" | ||

|- | |- | ||

− | ! 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 07:56, 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 |