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

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|wiener1, wiener2 || Wiener filter || Wiener process exists, might be similar || FORTRAN || wrapped in C++/mfile/octfile code || | |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 || | + | |xc2 || Cross-correlation integral || xcorr2 - Needs to be verified that works the same way || FORTRAN || wrapped in C++/mfile/octfile code || |

|- | |- | ||

− | |xcor || Cross-correlations || xcorr - Needs to be verified that works same way || C|| | + | |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 || | + | |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 || None in GNU Octave || C || | + | |xzero || Locally zeroth order cross-prediction || None in GNU Octave || C || wrapped in C++/mfile/octfile code || |

|} | |} |

## Revision as of 09:32, 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 | 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 | |

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 | wrapped in C++/mfile/octfile code | |

c1 | Fixed mass estimation of D1 | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

c2d | Get local slopes from correlation integral | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

c2g | Gaussian kernel of C2 | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

c2t | Takens estimator of D2 | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

choose | Choose rows and/or columns from a data file | Does not need to be ported | FORTRAN | ----- | Done |

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

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

d2 | Correlation dimension d2 | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

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 | |

endtoend | Determine end-to-end mismatch | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

events | Interval/event conversion | None in GNU Octave | FORTRAN | To be reimplemented as m-file | |

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 | wrapped in C++/mfile/octfile code | |

ghkss | Nonlinear noise reduction | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

henon | Create a Hénon time series | None in GNU Octave | FORTRAN | To be reimplemented as m-file | Done |

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 | wrapped in C++/mfile/octfile code | |

lfo-ar | Locally first order model vs. global AR model (old ll-ar) | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lfo-run | Iterate a locally first order model (old nstep) | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lfo-test | Test a locally first order model (old onestep) | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lorenz | Create a Lorenz time series | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

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 | |

lyap_k | Maximal Lyapunov exponent with the Kantz algorithm | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lyap_r | Maximal Lyapunov exponent with the Rosenstein algorithm | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lyap_spec | Full spectrum of Lyapunov exponents | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lzo-gm | Locally zeroth order model vs. global mean | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lzo-run | Iterate a locally zeroth order model | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

lzo-test | Test a locally zeroth order model (old zeroth) | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

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 | |

mutual | Estimate the mutual information | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

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 | |

pca, pc | Principle component analysis | 'pcacov' if likely the equivalent; pricomp in statistics | pca - C, pc - FORTRAN | ||

poincare | Create Poincaré sections | None in GNU Octave | C | wrapped in C++/mfile/octfile code | |

polyback | Fit a polynomial model (backward elimination) | polyfit, detrend, wpolyfit | C | ||

polynom | Fit a polynomial model | same as above | C | ||

polynomp | Fit a polynomial model (reads terms to fit from file) | same as above | C | ||

polypar | Creates parameter file for polynomp | same as above | C | ||

predict | Forecast discriminating statistics for surrogates | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

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 | |

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 | |

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 | |

sav_gol | Savitzky-Golay filter | sgolayfilt in signal | C | ||

spectrum | Power spectrum using FFT | bispec from tsa?; hist (fft (.)) | 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 | wrapped in C++/mfile/octfile code | |

surrogates | Creates surrogate data | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

timerev | Time reversal discrimating statistics for surrogates | None in GNU Octave | FORTRAN | To be reimplemented as mfile | |

upo | Finds unstable periodic orbits and estimates their stability | None in GNU Octave | FORTRAN | wrapped in C++/mfile/octfile code | |

upoembed | Takes the output of upo and create data files out of it | None in GNU Octave | FORTAN | wrapped in C++/mfile/octfile code | |

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 | |

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 | None in GNU Octave | C | wrapped in C++/mfile/octfile code |