void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [Options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of data to be used [default whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignored [default 0]\n");
fprintf(stderr,"\t-c column [default 1,...,# of components]\n");
fprintf(stderr,"\t-m #of components,embedding dimension [default 1,2]\n");
fprintf(stderr,"\t-d delay for the embedding [default 1]\n");
fprintf(stderr,"\t-L # of iterations [default 1000]\n");
fprintf(stderr,"\t-k # of neighbors [default %u]\n",MINN);
fprintf(stderr,"\t-K fix # of neighbors [default no]\n");
fprintf(stderr,"\t-%% # variance of noise [default %3.1lf]\n",Q);
fprintf(stderr,"\t-I seed for the rnd-generator (If seed=0, the time\n"
"\t\tcommand is used to set the seed) [Default: fixed]\n");
fprintf(stderr,"\t-r size of initial neighborhood ["
" default (data interval)/1000]\n");
fprintf(stderr,"\t-f factor to increase size [default 1.2]\n");
fprintf(stderr,"\t-o output file [default 'datafile'.lzr;"
" no -o means write to stdout]\n");
fprintf(stderr,"\t-V verbosity level [default 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of data to use [Default: whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignore [Default: 0]\n");
fprintf(stderr,"\t-c columns to read [Default: 2]\n");
fprintf(stderr,"\t-m columns,embedding dim. to use [Default: 2,1]\n");
fprintf(stderr,"\t-d delay to use [Default: 1]\n");
fprintf(stderr,"\t-q projection dimension [Default: no projection]\n");
fprintf(stderr,"\t-W # what to write: [Default: 0]\n"
"\t\t0 write eigenvalues only\n"
"\t\t1 write eigenvectors\n"
"\t\t2 write (projected) pca components\n"
"\t\t3 write projected data\n");
fprintf(stderr,"\t-o output file name \n\t\t[Default: stdout; -o without "
"value means 'datafile'.pca]\n");
fprintf(stderr,"\t-V verbosity level [Default: 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of data to use [default: whole file]\n");
fprintf(stderr,"\t-x # of lines to ignore [default: 0]\n");
fprintf(stderr,"\t-m # of components to be read [default: %u]\n",dim);
fprintf(stderr,"\t-c columns to read [default: 1,...,# of components]\n");
fprintf(stderr,"\t-z minimum of the new series [default: 0.0]\n");
fprintf(stderr,"\t-Z maximum of the new series [default: 1.0]\n");
fprintf(stderr,"\t-a create a series with average value equals 0\n");
fprintf(stderr,"\t-v create a series with variance 1\n");
fprintf(stderr,"\t-u use unbiased estimator for variance (divide by N-1)\n");
fprintf(stderr,"\t-o output file name [default: 'datafile'.res']\n");
fprintf(stderr,"\t-V verbosity level [default: 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr,"Usage: %s [options]\n",progname);
fprintf(stderr,"Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of data to use [Default: whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignored [Default: 0]\n");
fprintf(stderr,"\t-c columns to read [Default: 1]\n");
fprintf(stderr,"\t-m # of components,embedding dimension [Default: 1,2]\n");
fprintf(stderr,"\t-d delay [Default: 1]\n");
fprintf(stderr,"\t-r size of the neighbourhood "
"[Default: (data interval)/1000]\n");
fprintf(stderr,"\t-%% print only a percentage of points found [Default: "
" 100.0]\n");
fprintf(stderr,"\t-o output file name [Default: 'datafile'.rec\n"
"\t\twithout -o: stdout]\n");
fprintf(stderr,"\t-V verbosity level [Default: 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
int main(int argc,char **argv)
{
long i;
char stdi=0;
double min,max,maxmax;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".rec");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.rec");
}
}
if (!stdo)
test_outfile(outfile);
if (columns == NULL)
series=(double**)get_multi_series(infile,&length,exclude,&dim,"",dimset,
verbosity);
else
series=(double**)get_multi_series(infile,&length,exclude,&dim,columns,
dimset,verbosity);
maxmax=0.0;
for (i=0;i<dim;i++) {
rescale_data(series[i],length,&min,&max);
if (max > maxmax)
maxmax=max;
}
if (epsset)
eps /= maxmax;
check_alloc(list=(long*)malloc(sizeof(long)*length));
check_alloc(box=(long**)malloc(sizeof(long*)*BOX));
for (i=0;i<BOX;i++)
check_alloc(box[i]=(long*)malloc(sizeof(long)*BOX));
make_multi_box(series,box,list,length,BOX,dim,embed,delay,eps);
lfind_neighbors();
return 0;
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of datapoints [default is whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignored [default is 0]\n");
fprintf(stderr,"\t-c column to read[default 1]\n");
fprintf(stderr,"\t-m embedding dimension [default 2]\n");
fprintf(stderr,"\t-d delay [default 1]\n");
fprintf(stderr,"\t-t time window to omit [default 0]\n");
fprintf(stderr,"\t-r epsilon size to start with [default "
"(data interval)/1000]\n");
fprintf(stderr,"\t-s # of iterations [default 10]\n");
fprintf(stderr,"\t-o name of output file [default 'datafile'.ros]\n");
fprintf(stderr,"\t-V verbosity level [default 3]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n\t\t"
"2='+ give more detailed information about the length scales\n");
fprintf(stderr,"\t-h show these options\n");
fprintf(stderr,"\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [Options]\n\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of points to be used [Default: whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignored [Default: %lu]\n",exclude);
fprintf(stderr,"\t-m # of columns to read [Default: %u]\n",dim);
fprintf(stderr,"\t-c column(s) to read [Default: 1]\n");
fprintf(stderr,"\t-%% noiselevel in %% [Default: %.1e%%]\n",
noiselevel*100.0);
fprintf(stderr,"\t-r absolute noise level (or absolute variance in case\n"
"\t\tof gaussian noise) [Default: not set]\n");
fprintf(stderr,"\t-g (use gaussian noise) [Default: uniform]\n");
fprintf(stderr,"\t-I seed for the rnd-generator (If seed=0, the time\n"
"\t\tcommand is used to set the seed) [Default: fixed]\n");
fprintf(stderr,"\t-0 do not read input, just generate random numbers\n\t\t"
"(needs -l and -r) [Default: not set]\n");
fprintf(stderr,"\t-o outfile [Without argument 'datafile'.noi;"
" Without -o stdout is used]\n");
fprintf(stderr,"\t-V verbosity level [Default: 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr," -h show these options");
fprintf(stderr,"\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [Options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of data to be used [default whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignored [default 0]\n");
fprintf(stderr,"\t-c column [default 1,...,# of components]\n");
fprintf(stderr,"\t-m #of components,embedding dimension [default 1,2]\n");
fprintf(stderr,"\t-d delay for the embedding [default 1]\n");
fprintf(stderr,"\t-L # of iterations [default 1000]\n");
fprintf(stderr,"\t-k # of neighbors [default 30]\n");
fprintf(stderr,"\t-r size of initial neighborhood ["
" default (data interval)/1000]\n");
fprintf(stderr,"\t-f factor to increase size [default 1.2]\n");
fprintf(stderr,"\t-0 perfom a zeroth order fit [default not set]\n");
fprintf(stderr,"\t-o output file [default 'datafile'.cast;"
" no -o means write to stdout]\n");
fprintf(stderr,"\t-V verbosity level [default 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l # of data [default: whole file]\n");
fprintf(stderr,"\t-x # of lines to ignore [default: 0]\n");
fprintf(stderr,"\t-c columns to read [default: 1]\n");
fprintf(stderr,"\t-m min. test embedding dimension [default: %u]\n",minemb);
fprintf(stderr,"\t-M # of components,max. emb. dim. [default: %u,%u]\n",
comp,maxemb);
fprintf(stderr,"\t-d delay [default: 1]\n");
fprintf(stderr,"\t-f escape factor [default: %.2lf]\n",rt);
fprintf(stderr,"\t-t theiler window [default: 0]\n");
fprintf(stderr,"\t-o output file [default: 'datafile'.fnn; without -o"
" stdout]\n");
fprintf(stderr,"\t-V verbosity level [default: 3]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n\t\t"
"2='+ information about the current state\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
int main(int argc,char **argv)
{
char stdi=0;
unsigned int i,j;
double rms,*av;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".pca");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.pca");
}
}
if (!stout)
test_outfile(outfile);
if (column == NULL)
series=(double**)get_multi_series(infile,&LENGTH,exclude,&DIM,"",dimset,
verbosity);
else
series=(double**)get_multi_series(infile,&LENGTH,exclude,&DIM,column,
dimset,verbosity);
dimemb=DIM*EMB;
if (!projection_set)
LDIM=dimemb;
else {
if (LDIM < 1) LDIM=1;
if (LDIM > dimemb) LDIM=dimemb;
}
check_alloc(av=(double*)malloc(sizeof(double)*DIM));
for (j=0;j<DIM;j++) {
av[j]=rms=0.0;
variance(series[j],LENGTH,&av[j],&rms);
for (i=0;i<LENGTH;i++)
series[j][i] -= av[j];
}
make_pca(av);
return 0;
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [options]\n",progname);
fprintf(stderr," options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted as a"
" possible datafile.\nIf no datafile is given stdin is read. "
" Just - also means stdin\n");
fprintf(stderr,"\t-l length of file [default whole file]\n");
fprintf(stderr,"\t-x # of lines to ignore [default %ld]\n",exclude);
fprintf(stderr,"\t-c column to read [default %d]\n",column);
fprintf(stderr,"\t-b # of intervals [default %ld]\n",base);
fprintf(stderr,"\t-o output file [default 'datafile'.dat ;"
" If no -o is given: stdout]\n");
fprintf(stderr,"\t-V verbosity level [default 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [Options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l length [default is whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignored [default 0]\n");
fprintf(stderr,"\t-c which columns (separated by commas) [default is 1,2]\n");
fprintf(stderr,"\t-D corrlength [default is 100]\n");
fprintf(stderr,"\t-o output_file [default is 'datafile'.crc; no -o"
" means stdout]\n");
fprintf(stderr,"\t-V verbosity level [default is 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-h show these options\n");
fprintf(stderr,"\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr,"\nUsage: %s [options]\n",progname);
fprintf(stderr,"Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted as a"
" possible datafile.\nIf no datafile is given stdin is read."
" Just - also means stdin\n");
fprintf(stderr,"\t-l # of data [default: whole file]\n");
fprintf(stderr,"\t-x # of rows to ignore [default: 0]\n");
fprintf(stderr,"\t-M num. of columns to read [default: %u]\n",indim);
fprintf(stderr,"\t-c columns to read [default: 1,...,M]\n");
fprintf(stderr,"\t-m dimension [default: 2]\n");
fprintf(stderr,"\t-F format of the delay vector (see man page)\n");
fprintf(stderr,"\t-d delay [default: 1]\n");
fprintf(stderr,"\t-D multi delay list (see man page)\n");
fprintf(stderr,"\t-V verbosity level [default: 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n");
fprintf(stderr,"\t-o output file [default: 'datafile'.del, "
"without -o: stdout]\n");
fprintf(stderr,"\t-h show these options\n");
exit(0);
}
void show_options(char *progname)
{
what_i_do(progname,WID_STR);
fprintf(stderr," Usage: %s [options]\n",progname);
fprintf(stderr," Options:\n");
fprintf(stderr,"Everything not being a valid option will be interpreted"
" as a possible"
" datafile.\nIf no datafile is given stdin is read. Just - also"
" means stdin\n");
fprintf(stderr,"\t-l length of file [default is whole file]\n");
fprintf(stderr,"\t-x # of lines to be ignored [default is 0]\n");
fprintf(stderr,"\t-m dimension [default is 1]\n");
fprintf(stderr,"\t-c columns to read [default is 1,...,dimension]\n");
fprintf(stderr,"\t-p #order of AR-Fit [default is 1]\n");
fprintf(stderr,"\t-s length of iterated model [default no iteration]\n");
fprintf(stderr,"\t-o output file name [default is 'datafile'.ar]\n");
fprintf(stderr,"\t-V verbosity level [default is 1]\n\t\t"
"0='only panic messages'\n\t\t"
"1='+ input/output messages'\n\t\t"
"2='+ print residuals though iterating a model'\n\t\t"
"4='+ print original data plus residuals'\n");
fprintf(stderr,"\t-h show these options\n\n");
exit(0);
}
int main(int argc,char **argv)
{
char stin=0;
unsigned long i;
int j,k;
unsigned int alldim,maxemb,emb,rundel,delsum,runmdel;
unsigned int *inddelay;
FILE *fout;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stin=1;
if (outfile == NULL) {
if (!stin) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,1));
strcpy(outfile,infile);
strcat(outfile,".del");
}
else {
check_alloc(outfile=(char*)calloc(10,1));
strcpy(outfile,"stdin.del");
}
}
if (!stdo)
test_outfile(outfile);
if (delayset && mdelayset) {
fprintf(stderr,"-d and -D can't be used simultaneously. Exiting!\n");
exit(DELAY_INCONS_d_D);
}
if (delay < 1) {
fprintf(stderr,"Delay has to be larger than 0. Exiting!\n");
exit(DELAY_SMALL_ZERO);
}
if (!formatset && (embdim%indim)) {
fprintf(stderr,"Inconsistent -m and -M. Please set -F\n");
exit(DELAY_INCONS_m_M);
}
if (formatset) {
create_format_list();
}
else {
check_alloc(formatlist=(unsigned int*)malloc(sizeof(int)*indim));
for (i=0;i<indim;i++) {
formatlist[i]=embdim/indim;
}
}
alldim=0;
for (i=0;i<indim;i++)
alldim += formatlist[i];
if (mdelayset) {
create_delay_list();
}
check_alloc(inddelay=(unsigned int*)malloc(sizeof(int)*alldim));
rundel=0;
if (!mdelayset) {
for (i=0;i<indim;i++) {
delsum=0;
inddelay[rundel++]=delsum;
for (j=1;j<formatlist[i];j++) {
delsum += delay;
inddelay[rundel++]=delsum;
}
}
}
else {
runmdel=0;
for (i=0;i<indim;i++) {
delsum=0;
inddelay[rundel++]=delsum;
for (j=1;j<formatlist[i];j++) {
delsum += delaylist[runmdel++];
inddelay[rundel++]=delsum;
}
}
}
maxemb=0;
for (i=0;i<alldim;i++)
maxemb=(maxemb<inddelay[i])?inddelay[i]:maxemb;
if (column == NULL) {
series=get_multi_series(infile,&length,exclude,&indim,"",dimset,verbosity);
}
else {
series=get_multi_series(infile,&length,exclude,&indim,column,dimset,
verbosity);
}
if (stdo) {
if (verbosity)
fprintf(stderr,"Writing to stdout\n");
for (i=maxemb;i<length;i++) {
rundel=0;
for (j=0;j<indim;j++) {
emb=formatlist[j];
for (k=0;k<emb;k++)
fprintf(stdout,"%e ",series[j][i-inddelay[rundel++]]);
}
fprintf(stdout,"\n");
}
}
else {
fout=fopen(outfile,"w");
if (verbosity)
fprintf(stderr,"Opened %s for writing\n",outfile);
for (i=maxemb;i<length;i++) {
for (j=0;j<indim;j++) {
rundel=0;
emb=formatlist[j];
for (k=0;k<emb;k++)
fprintf(fout,"%e ",series[j][i-inddelay[rundel++]]);
}
fprintf(fout,"\n");
}
fclose(fout);
}
if (formatlist != NULL)
free(formatlist);
if (delaylist != NULL)
free(delaylist);
free(inddelay);
return 0;
}
int main(int argc,char** argv)
{
char stdi=0;
long i;
unsigned int dummy=2;
FILE *fout=NULL;
double **both;
double av1,var1,av2,var2;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,0L,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".ccr");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.ccr");
}
}
if (!stout)
test_outfile(outfile);
if (columns == NULL)
both=(double**)get_multi_series(infile,&length,exclude,&dummy,"",(char)1,
verbosity);
else
both=(double**)get_multi_series(infile,&length,exclude,&dummy,columns,
(char)1,verbosity);
array1=both[0];
array2=both[1];
if (tau >= length)
tau=length-1;
variance(array1,length,&av1,&var1);
variance(array2,length,&av2,&var2);
for (i=0;i<length;i++) {
array1[i] -= av1;
array2[i] -= av2;
}
if (!stout) {
fout=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
fprintf(fout,"# average of first comp.=%e\n",av1);
fprintf(fout,"# standard deviation of first comp.=%e\n",var1);
fprintf(fout,"# average of sec. comp.=%e\n",av2);
fprintf(fout,"# standard deviation of sec. comp.=%e\n",var2);
}
else {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
fprintf(stdout,"# average of first comp.=%e\n",av1);
fprintf(stdout,"# standard deviation of first comp.=%e\n",var1);
fprintf(stdout,"# average of sec. comp.=%e\n",av2);
fprintf(stdout,"# standard deviation of sec. comp.=%e\n",var2);
}
for (i= -tau;i<=tau;i++)
if (!stout) {
fprintf(fout,"%ld %e\n",i,corr(i)/var1/var2);
fflush(fout);
}
else {
fprintf(stdout,"%ld %e\n",i,corr(i)/var1/var2);
fflush(stdout);
}
if (!stout)
fclose(fout);
return 0;
}
int main(int argc,char** argv)
{
char stdi=0;
unsigned long i,j;
double av=0.0,*sigmax;
FILE *fout;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
if (!justcreate) {
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
}
else
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".noi");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.noi");
}
}
if (!stout)
test_outfile(outfile);
if (!justcreate) {
if (column == NULL)
array=(double**)get_multi_series(infile,&length,exclude,&dim,"",dimset,
verbosity);
else
array=(double**)get_multi_series(infile,&length,exclude,&dim,column,
dimset,verbosity);
}
else {
check_alloc(array=(double**)malloc(sizeof(double*)*dim));
for (i=0;i<dim;i++) {
check_alloc(array[i]=(double*)malloc(sizeof(double)*length));
for (j=0;j<length;j++)
array[i][j]=0.0;
}
}
check_alloc(sigmax=(double*)malloc(sizeof(double)*dim));
if (!absolute) {
for (j=0;j<dim;j++)
variance(array[j],length,&av,&sigmax[j]);
}
rnd_init(iseed);
for (i=0;i<10000;i++) rnd_1279();
for (j=0;j<dim;j++) {
if (!cgaussian)
equidistri(sigmax[j],j);
else
gauss(sigmax[j],j);
}
if (!stout) {
fout=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
for (i=0;i<length;i++) {
for (j=0;j<dim-1;j++)
fprintf(fout,"%e ",array[j][i]);
fprintf(fout,"%e\n",array[dim-1][i]);
}
fclose(fout);
}
else {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
for (i=0;i<length;i++) {
for (j=0;j<dim-1;j++)
fprintf(stdout,"%e ",array[j][i]);
fprintf(stdout,"%e\n",array[dim-1][i]);
}
}
for (i=0;i<dim;i++)
free(array[i]);
free(array);
free(sigmax);
if (outfile != NULL)
free(outfile);
if (infile != NULL)
free(infile);
if (column != NULL)
free(column);
return 0;
}
int main(int argc,char **argv)
{
char stdi=0;
double *pm;
long i,j;
FILE *file;
double **mat,**inverse,*vec,**coeff,**diff,avpm;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+4,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".ar");
}
else {
check_alloc(outfile=(char*)calloc((size_t)9,(size_t)1));
strcpy(outfile,"stdin.ar");
}
}
if (!stdo)
test_outfile(outfile);
if (column == NULL)
series=(double**)get_multi_series(infile,&length,exclude,&dim,"",dimset,
verbosity);
else
series=(double**)get_multi_series(infile,&length,exclude,&dim,column,
dimset,verbosity);
check_alloc(my_average=(double*)malloc(sizeof(double)*dim));
set_averages_to_zero();
if (poles >= length) {
fprintf(stderr,"It makes no sense to have more poles than data! Exiting\n");
exit(AR_MODEL_TOO_MANY_POLES);
}
check_alloc(vec=(double*)malloc(sizeof(double)*poles*dim));
check_alloc(mat=(double**)malloc(sizeof(double*)*poles*dim));
for (i=0;i<poles*dim;i++)
check_alloc(mat[i]=(double*)malloc(sizeof(double)*poles*dim));
check_alloc(coeff=(double**)malloc(sizeof(double*)*dim));
inverse=build_matrix(mat);
for (i=0;i<dim;i++) {
build_vector(vec,i);
coeff[i]=multiply_matrix_vector(inverse,vec);
}
check_alloc(diff=(double**)malloc(sizeof(double*)*dim));
for (i=0;i<dim;i++)
check_alloc(diff[i]=(double*)malloc(sizeof(double)*length));
pm=make_residuals(diff,coeff);
if (stdo) {
avpm=pm[0]*pm[0];
for (i=1;i<dim;i++)
avpm += pm[i]*pm[i];
avpm=sqrt(avpm/dim);
printf("#average forcast error= %e\n",avpm);
printf("#individual forecast errors: ");
for (i=0;i<dim;i++)
printf("%e ",pm[i]);
printf("\n");
for (i=0;i<dim*poles;i++) {
printf("# ");
for (j=0;j<dim;j++)
printf("%e ",coeff[j][i]);
printf("\n");
}
if (!run_model || (verbosity&VER_USR1)) {
for (i=poles;i<length;i++) {
if (run_model)
printf("#");
for (j=0;j<dim;j++)
if (verbosity&VER_USR2)
printf("%e %e ",series[j][i]+my_average[j],diff[j][i]);
else
printf("%e ",diff[j][i]);
printf("\n");
}
}
if (run_model && (ilength > 0))
iterate_model(coeff,pm,NULL);
}
else {
file=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for output\n",outfile);
avpm=pm[0]*pm[0];
for (i=1;i<dim;i++)
avpm += pm[i]*pm[i];
avpm=sqrt(avpm/dim);
fprintf(file,"#average forcast error= %e\n",avpm);
fprintf(file,"#individual forecast errors: ");
for (i=0;i<dim;i++)
fprintf(file,"%e ",pm[i]);
fprintf(file,"\n");
for (i=0;i<dim*poles;i++) {
fprintf(file,"# ");
for (j=0;j<dim;j++)
fprintf(file,"%e ",coeff[j][i]);
fprintf(file,"\n");
}
if (!run_model || (verbosity&VER_USR1)) {
for (i=poles;i<length;i++) {
if (run_model)
fprintf(file,"#");
for (j=0;j<dim;j++)
if (verbosity&VER_USR2)
fprintf(file,"%e %e ",series[j][i]+my_average[j],diff[j][i]);
else
fprintf(file,"%e ",diff[j][i]);
fprintf(file,"\n");
}
}
if (run_model && (ilength > 0))
iterate_model(coeff,pm,file);
fclose(file);
}
if (outfile != NULL)
free(outfile);
if (infile != NULL)
free(infile);
free(vec);
for (i=0;i<poles*dim;i++) {
free(mat[i]);
free(inverse[i]);
}
free(mat);
free(inverse);
for (i=0;i<dim;i++) {
free(coeff[i]);
free(diff[i]);
}
free(coeff);
free(diff);
free(pm);
return 0;
}
int main(int argc,char** argv)
{
char stdi=0;
long i;
FILE *fout=NULL;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,&column,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".cor");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.cor");
}
}
if (!stout)
test_outfile(outfile);
array=(double*)get_series(infile,&length,exclude,column,verbosity);
if (tau >= length)
tau=length-1;
variance(array,length,&av,&var);
if (normalize) {
for (i=0;i<length;i++)
array[i] -= av;
}
if (!stout) {
fout=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
fprintf(fout,"# average=%e\n",av);
fprintf(fout,"# standard deviation=%e\n",var);
}
else {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
fprintf(stdout,"# average=%e\n",av);
fprintf(stdout,"# standard deviation=%e\n",var);
}
if (normalize)
var *= var;
else
var=1.0;
for (i=0;i<=tau;i++)
if (!stout) {
fprintf(fout,"%ld %e\n",i,corr(i)/var);
fflush(fout);
}
else {
fprintf(stdout,"%ld %e\n",i,corr(i)/var);
fflush(stdout);
}
if (!stout)
fclose(fout);
if (outfile != NULL)
free(outfile);
if (infile != NULL)
free(infile);
free(array);
return 0;
}
int main(int argc,char **argv)
{
char stdi=0,*done,alldone;
int i;
long n;
long maxlength;
double min,max;
FILE *file;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,&column,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".ros");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.ros");
}
}
test_outfile(outfile);
series=(double*)get_series(infile,&length,exclude,column,verbosity);
rescale_data(series,length,&min,&max);
if (epsset)
eps0 /= max;
check_alloc(list=(long*)malloc(length*sizeof(long)));
check_alloc(lyap=(double*)malloc((steps+1)*sizeof(double)));
check_alloc(found=(long*)malloc((steps+1)*sizeof(long)));
check_alloc(done=(char*)malloc(length));
for (i=0;i<=steps;i++) {
lyap[i]=0.0;
found[i]=0;
}
for (i=0;i<length;i++)
done[i]=0;
maxlength=length-delay*(dim-1)-steps-1-mindist;
alldone=0;
file=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
for (eps=eps0;!alldone;eps*=1.1) {
epsinv=1.0/eps;
put_in_boxes();
alldone=1;
for (n=0;n<=maxlength;n++) {
if (!done[n])
done[n]=make_iterate(n);
alldone &= done[n];
}
if (verbosity&VER_USR1)
fprintf(stderr,"epsilon: %e already found: %ld\n",eps*max,found[0]);
}
for (i=0;i<=steps;i++)
if (found[i])
fprintf(file,"%d %e\n",i,lyap[i]/found[i]/2.0);
fclose(file);
return 0;
}
int main(int argc,char **argv)
{
char stdi=0;
FILE *file;
double min,max;
double av,varianz;
long i,n;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".res");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.res");
}
}
if (!stdo)
test_outfile(outfile);
if (xmin >= xmax) {
fprintf(stderr,"Choosing the minimum larger or equal the maximum\n"
"makes no sense. Exiting!\n");
exit(RESCALE__WRONG_INTERVAL);
}
if (column == NULL)
series=(double**)get_multi_series(infile,&length,exclude,&dim,"",dimset,
verbosity);
else
series=(double**)get_multi_series(infile,&length,exclude,&dim,column,
dimset,verbosity);
for (n=0;n<dim;n++) {
variance(series[n],length,&av,&varianz);
if (ddof!=0)
varianz *= sqrt((double) length/(length-ddof));
if (set_av)
for (i=0;i<length;i++)
series[n][i] -= av;
if (set_var)
for (i=0;i<length;i++)
series[n][i] /= varianz;
if (!set_var && !set_av) {
rescale_data(series[n],length,&min,&max);
for (i=0;i<length;i++)
series[n][i]=series[n][i]*(xmax-xmin)+xmin;
}
}
if (stdo) {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
for (i=0;i<length;i++) {
fprintf(stdout,"%e",series[0][i]);
for (n=1;n<dim;n++)
fprintf(stdout," %e",series[n][i]);
fprintf(stdout,"\n");
}
}
else {
file=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
for (i=0;i<length;i++) {
fprintf(file,"%e",series[0][i]);
for (n=1;n<dim;n++)
fprintf(file," %e",series[n][i]);
fprintf(file,"\n");
}
fclose(file);
}
return 0;
}
int main(int argc,char **argv)
{
char stdi=0;
unsigned long i,j;
double x,norm,size=1.0,size2=1.0;
double min,max;
double *series;
double average,var;
long *box;
FILE *fout;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,&column,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,1));
strcpy(outfile,infile);
strcat(outfile,".his");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,1));
strcpy(outfile,"stdin.his");
}
}
if (!my_stdout)
test_outfile(outfile);
series=(double*)get_series(infile,&length,exclude,column,verbosity);
variance(series,length,&average,&var);
min=max=series[0];
for (i=1;i<length;i++) {
if (series[i] < min) min=series[i];
else if (series[i] > max) max=series[i];
}
max -= min;
for (i=0;i<length;i++)
series[i]=(series[i]-min);
if (base > 0) {
check_alloc(box=(long*)malloc(sizeof(long)*base));
for (i=0;i<base;i++)
box[i]=0;
size=1./base;
size2=(1.0-size/2.0)*max;
for (i=0;i<length;i++) {
if (series[i] > size2)
series[i]=size2;
j=(long)(series[i]*base/max);
box[j]++;
}
}
if (!density)
norm=1.0/(double)length;
else
norm=1.0/(double)length*(double)base/max;
if (!my_stdout) {
fout=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
fprintf(fout,"#interval of data: [%e:%e]\n",min,max+min);
fprintf(fout,"#average= %e\n",average);
fprintf(fout,"#standard deviation= %e\n",var);
for (i=0;i<base;i++) {
x=(double)(i*size);
fprintf(fout,"%e %e\n",(x+size/2.0)*max+min,(double)box[i]*norm);
}
fclose(fout);
}
else {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
fprintf(stdout,"#interval of data: [%e:%e]\n",min,max+min);
fprintf(stdout,"#average= %e\n",average);
fprintf(stdout,"#standard deviation= %e\n",var);
for (i=0;i<base;i++) {
x=(double)(i*size);
fprintf(stdout,"%e %e\n",(x+size/2.0)*max+min,(double)box[i]*norm);
fflush(stdout);
}
}
return 0;
}
int main(int argc,char **argv)
{
char stdi=0,done;
long i,j,hdim,actfound;
double maxinterval,*swap,*newcast;
FILE *file=NULL;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+6,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".cast");
}
else {
check_alloc(outfile=(char*)calloc((size_t)11,(size_t)1));
strcpy(outfile,"stdin.cast");
}
}
if (!onscreen)
test_outfile(outfile);
hdim=(embed-1)*DELAY+1;
if (column == NULL)
series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,"",dimset,
verbosity);
else
series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,column,
dimset,verbosity);
check_alloc(min=(double*)malloc(sizeof(double)*dim));
check_alloc(interval=(double*)malloc(sizeof(double)*dim));
dim1=dim-1;
maxinterval=0.0;
for (i=0;i<dim;i++) {
rescale_data(series[i],LENGTH,&min[i],&interval[i]);
if (interval[i] > maxinterval)
maxinterval=interval[i];
}
check_alloc(cast=(double**)malloc(sizeof(double*)*hdim));
for (i=0;i<hdim;i++)
check_alloc(cast[i]=(double*)malloc(sizeof(double)*dim));
check_alloc(newcast=(double*)malloc(sizeof(double)*dim));
check_alloc(list=(long*)malloc(sizeof(long)*LENGTH));
check_alloc(found=(long*)malloc(sizeof(long)*LENGTH));
check_alloc(box=(long**)malloc(sizeof(long*)*NMAX));
for (i=0;i<NMAX;i++)
check_alloc(box[i]=(long*)malloc(sizeof(long)*NMAX));
check_alloc(localav=(double*)malloc(sizeof(double)*dim*embed));
check_alloc(foreav=(double*)malloc(sizeof(double)*dim));
check_alloc(vec=(double*)malloc(sizeof(double)*dim*embed));
check_alloc(mat=(double**)malloc(sizeof(double*)*dim*embed));
for (i=0;i<dim*embed;i++)
check_alloc(mat[i]=(double*)malloc(sizeof(double)*dim*embed));
if (epsset)
EPS0 /= maxinterval;
for (j=0;j<dim;j++)
for (i=0;i<hdim;i++)
cast[i][j]=series[j][LENGTH-hdim+i];
if (!onscreen) {
file=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
}
else {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
}
for (i=0;i<FLENGTH;i++) {
done=0;
epsilon=EPS0/EPSF;
while (!done) {
epsilon*=EPSF;
put_in_boxes();
actfound=hfind_neighbors();
if (actfound >= MINN) {
if (!do_zeroth)
make_fit(actfound,newcast);
else
make_zeroth(actfound,newcast);
if (onscreen) {
for (j=0;j<dim-1;j++)
printf("%e ",newcast[j]*interval[j]+min[j]);
printf("%e\n",newcast[dim-1]*interval[dim-1]+min[dim-1]);
fflush(stdout);
}
else {
for (j=0;j<dim-1;j++)
fprintf(file,"%e ",newcast[j]*interval[j]+min[j]);
fprintf(file,"%e\n",newcast[dim-1]*interval[dim-1]+min[dim-1]);
fflush(file);
}
done=1;
for (j=0;j<dim;j++) {
if ((newcast[j] > 2.0) || (newcast[j] < -1.0)) {
fprintf(stderr,"Forecast failed. Escaping data region!\n");
exit(NSTEP__ESCAPE_REGION);
}
}
swap=cast[0];
for (j=0;j<hdim-1;j++)
cast[j]=cast[j+1];
cast[hdim-1]=swap;
for (j=0;j<dim;j++)
cast[hdim-1][j]=newcast[j];
}
}
}
if (!onscreen)
fclose(file);
if (outfile != NULL)
free(outfile);
for (i=0;i<embed*dim;i++)
free(mat[i]);
free(mat);
for (i=0;i<hdim;i++)
free(cast[i]);
free(cast);
free(newcast);
free(found);
free(list);
for (i=0;i<NMAX;i++)
free(box[i]);
free(box);
free(vec);
free(localav);
free(foreav);
free(min);
free(interval);
for (i=0;i<dim;i++)
free(series[i]);
free(series);
return 0;
}
int main(int argc,char **argv)
{
char stdi=0,done;
long i,j,hdim,actfound;
unsigned long count=1;
double *swap,*newcast,maxinterval,*min,*interval,dummy,epsilon0;
FILE *file=NULL;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".lzr");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.lzr");
}
}
if (!onscreen)
test_outfile(outfile);
hdim=(embed-1)*DELAY+1;
if (column == NULL)
series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,"",dimset,
verbosity);
else
series=(double**)get_multi_series(infile,&LENGTH,exclude,&dim,column,
dimset,verbosity);
dim1=dim-1;
check_alloc(min=(double*)malloc(sizeof(double)*dim));
check_alloc(interval=(double*)malloc(sizeof(double)*dim));
check_alloc(var=(double*)malloc(sizeof(double)*dim));
maxinterval=0.0;
for (i=0;i<dim;i++) {
rescale_data(series[i],LENGTH,&min[i],&interval[i]);
variance(series[i],LENGTH,&dummy,&var[i]);
if (interval[i] > maxinterval)
maxinterval=interval[i];
}
if (epsset)
EPS0 /= maxinterval;
check_alloc(cast=(double**)malloc(sizeof(double*)*hdim));
for (i=0;i<hdim;i++)
check_alloc(cast[i]=(double*)malloc(sizeof(double)*dim));
check_alloc(newcast=(double*)malloc(sizeof(double)*dim));
check_alloc(newav=(double*)malloc(sizeof(double)*dim));
check_alloc(list=(long*)malloc(sizeof(long)*LENGTH));
check_alloc(found=(long*)malloc(sizeof(long)*LENGTH));
check_alloc(abstand=(double*)malloc(sizeof(double)*LENGTH));
check_alloc(box=(long**)malloc(sizeof(long*)*NMAX));
for (i=0;i<NMAX;i++)
check_alloc(box[i]=(long*)malloc(sizeof(long)*NMAX));
check_alloc(vec=(double*)malloc(sizeof(double)*dim));
check_alloc(hsum=(double*)malloc(sizeof(double)*dim));
check_alloc(mat=(double**)malloc(sizeof(double*)*dim));
for (i=0;i<dim;i++) {
check_alloc(mat[i]=(double*)malloc(sizeof(double)*dim));
}
for (j=0;j<dim;j++)
for (i=0;i<hdim;i++)
cast[i][j]=series[j][LENGTH-hdim+i];
indexes=make_multi_index(dim,embed,DELAY);
if (!onscreen) {
file=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
}
else {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
}
rnd_init(seed);
epsilon0=EPS0/EPSF;
if (setnoise)
Q /= 100.0;
for (i=0;i<FLENGTH;i++) {
done=0;
if (setsort)
epsilon= epsilon0/((double)count*EPSF);
else
epsilon=epsilon0;
while (!done) {
epsilon*=EPSF;
put_in_boxes();
actfound=hfind_neighbors();
if (actfound >= MINN) {
if (setsort) {
epsilon0 += epsilon;
count++;
sort(actfound);
actfound=MINN;
}
make_zeroth(actfound,newcast);
if (onscreen) {
for (j=0;j<dim-1;j++)
printf("%e ",newcast[j]*interval[j]+min[j]);
printf("%e\n",newcast[dim-1]*interval[dim-1]+min[dim-1]);
fflush(stdout);
}
else {
for (j=0;j<dim-1;j++)
fprintf(file,"%e ",newcast[j]*interval[j]+min[j]);
fprintf(file,"%e\n",newcast[dim-1]*interval[dim-1]+min[dim-1]);
fflush(file);
}
done=1;
swap=cast[0];
for (j=0;j<hdim-1;j++)
cast[j]=cast[j+1];
cast[hdim-1]=swap;
for (j=0;j<dim;j++)
cast[hdim-1][j]=newcast[j];
}
}
}
if (!onscreen)
fclose(file);
if (outfile != NULL)
free(outfile);
for (i=0;i<dim;i++)
free(mat[i]);
free(mat);
for (i=0;i<hdim;i++)
free(cast[i]);
free(cast);
free(newcast);
free(found);
free(list);
for (i=0;i<NMAX;i++)
free(box[i]);
free(box);
free(vec);
free(newav);
for (i=0;i<dim;i++)
free(series[i]);
free(series);
return 0;
}
int main(int argc,char **argv)
{
char stdi=0;
FILE *file=NULL;
double min,inter=0.0,ind_inter,epsilon,av,ind_var;
char *nearest,alldone;
long i;
unsigned int dim,emb;
unsigned long donesofar;
if (scan_help(argc,argv))
show_options(argv[0]);
scan_options(argc,argv);
#ifndef OMIT_WHAT_I_DO
if (verbosity&VER_INPUT)
what_i_do(argv[0],WID_STR);
#endif
infile=search_datafile(argc,argv,NULL,verbosity);
if (infile == NULL)
stdi=1;
if (outfile == NULL) {
if (!stdi) {
check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
strcpy(outfile,infile);
strcat(outfile,".fnn");
}
else {
check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
strcpy(outfile,"stdin.fnn");
}
}
if (!stdo)
test_outfile(outfile);
if (column == NULL)
series=(double**)get_multi_series(infile,&length,exclude,&comp,"",dimset,
verbosity);
else
series=(double**)get_multi_series(infile,&length,exclude,&comp,column,
dimset,verbosity);
for (i=0;i<comp;i++) {
rescale_data(series[i],length,&min,&ind_inter);
variance(series[i],length,&av,&ind_var);
if (i == 0) {
varianz=ind_var;
inter=ind_inter;
}
else {
varianz=(varianz>ind_var)?ind_var:varianz;
inter=(inter<ind_inter)?ind_inter:inter;
}
}
check_alloc(list=(long*)malloc(sizeof(long)*length));
check_alloc(nearest=(char*)malloc(length));
check_alloc(box=(long**)malloc(sizeof(long*)*BOX));
for (i=0;i<BOX;i++)
check_alloc(box[i]=(long*)malloc(sizeof(long)*BOX));
if (!stdo) {
file=fopen(outfile,"w");
if (verbosity&VER_INPUT)
fprintf(stderr,"Opened %s for writing\n",outfile);
}
else {
if (verbosity&VER_INPUT)
fprintf(stderr,"Writing to stdout\n");
}
check_alloc(vcomp=(unsigned int*)malloc(sizeof(int)*(maxdim)));
check_alloc(vemb=(unsigned int*)malloc(sizeof(int)*(maxdim)));
for (i=0;i<maxdim;i++) {
if (comp == 1) {
vcomp[i]=0;
vemb[i]=i;
}
else {
vcomp[i]=i%comp;
vemb[i]=(i/comp)*delay;
}
}
for (emb=minemb;emb<=maxemb;emb++) {
dim=emb*comp-1;
epsilon=eps0;
toolarge=0;
alldone=0;
donesofar=0;
aveps=0.0;
vareps=0.0;
for (i=0;i<length;i++)
nearest[i]=0;
if (verbosity&VER_USR1)
fprintf(stderr,"Start for dimension=%u\n",dim+1);
while (!alldone && (epsilon < 2.*varianz/rt)) {
alldone=1;
mmb(vcomp[dim],vemb[dim],epsilon);
for (i=0;i<length-maxemb*delay;i++)
if (!nearest[i]) {
nearest[i]=find_nearest(i,dim,epsilon);
alldone &= nearest[i];
donesofar += (unsigned long)nearest[i];
}
if (verbosity&VER_USR1)
fprintf(stderr,"Found %lu up to epsilon=%e\n",donesofar,epsilon*inter);
epsilon*=sqrt(2.0);
if (!donesofar)
eps0=epsilon;
}
if (donesofar == 0) {
fprintf(stderr,"Not enough points found!\n");
exit(FALSE_NEAREST_NOT_ENOUGH_POINTS);
}
aveps *= (1./(double)donesofar);
vareps *= (1./(double)donesofar);
if (stdo) {
fprintf(stdout,"%u %e %e %e\n",dim+1,(double)toolarge/(double)donesofar,
aveps*inter,sqrt(vareps)*inter);
fflush(stdout);
}
else {
fprintf(file,"%u %e %e %e\n",dim+1,(double)toolarge/(double)donesofar,
aveps*inter,sqrt(vareps)*inter);
fflush(file);
}
}
if (!stdo)
fclose(file);
if (infile != NULL)
free(infile);
if (outfile != NULL)
free(outfile);
free(series);
free(list);
free(nearest);
for (i=0;i<BOX;i++)
free(box[i]);
free(box);
return 0;
}
