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;
}
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;
}
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;
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,*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,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;
}
int main(int argc,char **argv)
{
unsigned int outstrlen=0;
int i,j,k,n;
unsigned int offset,wdim=1,alldim;
unsigned int has_future,*future,**useries,h;
unsigned long count;
long *segment;
char *outstring,*infile,*wcol,*use_array;
double **series,*sermin,*serinter,**dfuture;
ptree *root;
FILE *fout;
if (scan_help(argc,argv))
show_options(argv[0]);
for (i=0;i<argc;i++) {
outstrlen += strlen(argv[i]);
outstrlen++;
}
check_alloc(outstring=(char*)malloc(sizeof(char)*(outstrlen+8)));
sprintf(outstring,"#Prog: ");
offset=7;
for (i=0;i<argc;i++) {
sprintf(outstring+offset,"%s ",argv[i]);
offset += (strlen(argv[i])+1);
}
scan_options(argc,argv);
if (!compdimset)
compdim=pars.DIM;
else
if (compdim > pars.DIM) {
fprintf(stderr,"-C value larger -m Value.\n");
exit(LANGEVIN_MAIN_C_TOO_LARGE);
}
infile=search_datafile(argc,argv,NULL,VERBOSITY);
if (infile == NULL) {
fprintf(stderr,"No input datafile found.\n");
exit(LANGEVIN_MAIN_NO_INPUTFILE);
}
if (OUTFILE == NULL) {
check_alloc(OUTFILE=(char*)calloc(strlen(infile)+5,(size_t)1));
sprintf(OUTFILE,"%s.pru",infile);
}
OUTFILE=test_outfile(OUTFILE);
if (COLUMN == NULL)
series=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&(pars.DIM),"",dimset,VERBOSITY);
else
series=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&(pars.DIM),COLUMN,dimset,VERBOSITY);
check_alloc(sermin=malloc(sizeof(double)*pars.DIM));
check_alloc(serinter=malloc(sizeof(double)*pars.DIM));
rescale_data(series,pars,sermin,serinter);
alldim=pars.DIM;
pars.DIM=compdim;
check_alloc(useries=(unsigned int**)malloc(sizeof(int*)*pars.DIM));
check_alloc(PART=(unsigned int*)malloc(sizeof(int)*pars.DIM));
if (SPART == NULL)
for (i=0;i<pars.DIM;i++)
PART[i]=2;
else
set_part(PART,SPART,pars);
for (i=0;i<pars.DIM;i++) {
check_alloc(useries[i]=(unsigned int*)malloc(sizeof(int)*pars.LENGTH));
for (j=0;j<pars.LENGTH;j++) {
h=(unsigned int)((series[i][j]*(double)PART[i])/serinter[i]);
useries[i][j]=((h<PART[i])?h:(PART[i]-1));
}
}
check_alloc(future=(unsigned int*)malloc(sizeof(int)*pars.LENGTH));
if (WHICHFUTURE>0) {
check_alloc(wcol=(char*)calloc((size_t)10,(size_t)1));
sprintf(wcol,"%u",WHICHFUTURE);
dfuture=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&wdim,wcol,1,0L);
for (i=0;i<pars.LENGTH-1;i++) {
future[i] = (dfuture[0][i]>0.0);
}
future[pars.LENGTH-1]=1;
free(dfuture);
}
else {
for (i=0;i<pars.LENGTH;i++)
future[i]=1;
}
root=make_ptree(PART[0]);
count=0;
check_alloc(segment=(long*)malloc(sizeof(long)*pars.LENGTH));
for (i=0;i<pars.LENGTH;i += ODEPTH) {
has_future=1;
for (j=0;j<ODEPTH;j++)
has_future &= future[i+j];
if (has_future) {
fill_tree(root,useries,pars,i,0,DEPTH,PART);
}
segment[count++]=i;
}
if (scrambleset)
lscramble(segment,count);
check_alloc(use_array=(char*)malloc(sizeof(char)*pars.LENGTH));
for (i=0;i<count;i++) {
n=segment[i];
has_future=1;
for (j=0;j<ODEPTH;j++)
has_future &= future[n+j];
if (has_future) {
h=read_tree(root,useries,pars,n,0,DEPTH);
if (h <= MAXOUT)
use_array[i]=1;
else
use_array[i]=0;
}
else
use_array[i]=2;
}
pars.DIM=alldim;
fout=fopen(OUTFILE,"w");
fprintf(fout,"%s\n",outstring);
fprintf(fout,"#Content: ");
for (i=0;i<pars.DIM;i++)
fprintf(fout,"x%d ",i+1);
fprintf(fout,"future time_index\n");
fflush(fout);
for (i=0;i<count;i++) {
n=segment[i];
if (use_array[i] == 1) {
for (j=0;j<(ODEPTH-1);j++) {
for (k=0;k<pars.DIM;k++)
fprintf(fout,"%f ",series[k][n+j]+sermin[k]);
fprintf(fout,"1 %u\n",n+j);
}
for (k=0;k<pars.DIM;k++)
fprintf(fout,"%f ",series[k][n+ODEPTH-1]+sermin[k]);
if (i<(count-1)) {
if (segment[i+1] == (n+ODEPTH) && use_array[i+1])
fprintf(fout,"1 %u\n",n+ODEPTH-1);
else
fprintf(fout,"0 %u\n",n+ODEPTH-1);
}
else
fprintf(fout,"0 %u\n",n+ODEPTH-1);
}
}
fclose(fout);
}
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;
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;
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)
{
unsigned int outstrlen=0,offset,hdim,wdim=1;
int i,j,minnadd;
unsigned int *future,has_future;
long li,lj,n,refn;
char *outstring,*infile,*wcol;
char ntoolarge;
double **series,**rseries,*sermin,*serinter,**dfuture,max,**cast,sweights;
struct sfound sf;
FILE *fout;
if (scan_help(argc,argv))
show_options(argv[0]);
for (i=0;i<argc;i++) {
outstrlen += strlen(argv[i]);
outstrlen++;
}
check_alloc(outstring=(char*)malloc(sizeof(char)*(outstrlen+8)));
sprintf(outstring,"#Prog: ");
offset=7;
for (i=0;i<argc;i++) {
sprintf(outstring+offset,"%s ",argv[i]);
offset += (strlen(argv[i])+1);
}
scan_options(argc,argv);
infile=search_datafile(argc,argv,NULL,VERBOSITY);
if (infile == NULL) {
fprintf(stderr,"No input datafile found.\n");
exit(LANGEVIN_MAIN_NO_INPUTFILE);
}
if (reference) {
fout=fopen(refname,"r");
if (fout == NULL) {
fprintf(stderr,"No test point datafile found.\n");
exit(LANGEVIN_MAIN_NO_INPUTFILE);
}
else
fclose(fout);
}
if (OUTFILE == NULL) {
check_alloc(OUTFILE=(char*)calloc(strlen(infile)+6,(size_t)1));
sprintf(OUTFILE,"%s.osn",infile);
}
OUTFILE=test_outfile(OUTFILE);
if (!reference) {
refname=infile;
ignore += EXCLUDE;
}
if (COLUMN == NULL)
series=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&(pars.DIM),"",dimset,VERBOSITY);
else
series=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&(pars.DIM),COLUMN,dimset,VERBOSITY);
switch (neighborkind) {
case 0: {hdim=0;minnadd=1;}break;
case 1: {hdim=0;minnadd=2;}break;
case 2: {hdim=1;minnadd=3;}
}
if (!reference && (ignore < hdim) && (neighborkind == 2)) {
ignore=hdim;
}
pars.hdim=hdim;
if (COLUMN == NULL)
rseries=(double**)get_multi_series(refname,&FLENGTH,ignore,
&(pars.DIM),"",dimset,VERBOSITY);
else
rseries=(double**)get_multi_series(refname,&FLENGTH,ignore,
&(pars.DIM),COLUMN,dimset,VERBOSITY);
if (VERBOSITY)
fprintf(stderr,"%lf\n",rseries[0][0]);
check_alloc(sermin=malloc(sizeof(double)*pars.DIM));
check_alloc(serinter=malloc(sizeof(double)*pars.DIM));
rescale_data(series,pars,sermin,serinter);
max=serinter[0];
for (i=1;i<pars.DIM;i++)
if (serinter[i] > max)
max=serinter[i];
for (i=0;i<pars.DIM;i++) {
for (j=0;j<pars.LENGTH;j++)
series[i][j] /= max;
for (j=0;j<FLENGTH;j++)
rseries[i][j]=(rseries[i][j]-sermin[i])/max;
}
if (pars.maxr > 0.0)
pars.maxr /= max;
check_alloc(future=(unsigned int*)malloc(sizeof(int)*pars.LENGTH));
if (neighborkind == 0) {
for (li=0;li<pars.LENGTH;li++)
future[li]=1;
}
else {
if (WHICHFUTURE>0) {
check_alloc(wcol=(char*)calloc((size_t)10,(size_t)1));
sprintf(wcol,"%u",WHICHFUTURE);
dfuture=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&wdim,wcol,1,0L);
if (neighborkind == 2) {
for (li=0;li<hdim;li++)
future[li]=0;
}
for (li=hdim;li<pars.LENGTH;li++) {
has_future= (dfuture[0][li]>0.0);
for (lj=1;lj<=hdim;lj++)
has_future &= (dfuture[0][li-lj]>0.0);
future[li]=has_future;
}
free(dfuture);
}
else {
for (li=0;li<pars.LENGTH-1;li++)
future[li]=1;
future[pars.LENGTH-1]=0;
if (neighborkind == 2) {
for (li=0;li<hdim;li++)
future[li]=0;
}
}
}
check_alloc(sf.found=(unsigned long*)
malloc(sizeof(unsigned long)*pars.LENGTH));
check_alloc(sf.distance=(double*)malloc(sizeof(double)*pars.LENGTH));
check_alloc(sf.weight=(double*)malloc(sizeof(double)*pars.LENGTH));
check_alloc(sf.count=(unsigned long*)malloc(sizeof(unsigned long)));
check_alloc(sf.aveps=(double*)malloc(sizeof(double)));
sf.count[0]=0;
sf.aveps[0]=0.0;
check_alloc(cast=(double**)malloc(sizeof(double*)*pars.DIM));
for (i=0;i<pars.DIM;i++)
check_alloc(cast[i]=(double*)malloc(sizeof(double)*(hdim+1)));
pars.minminn=1;
init_neighbor_search(series,pars,future);
/* print program call and column labels */
fout=fopen(OUTFILE,"w");
fprintf(fout,"%s\n",outstring);
#if defined(MAXNORM)
fprintf(fout,"#Norm: Maxnorm\n");
#else
fprintf(fout,"#Norm: L2 Norm\n");
#endif
#if defined(WEIGHTS)
if (pars.maxr > 0.0)
fprintf(fout,"#Weights: on WFACT = %lf maxr = %lf\n",WFACT,pars.maxr*max);
else
fprintf(fout,"#Weights: on WFACT = %lf maxr not set\n",WFACT);
#else
fprintf(fout,"#Weights: off\n");
#endif
fprintf(fout,"#Content: ");
for (i=0;i<pars.DIM;i++) {
fprintf(fout,"x%d ",i+1);
}
for (i=0;i<pars.MINN;i++)
fprintf(fout,"n%d ",i+1);
fprintf(fout,"\n");
fflush(fout);
n=0;
while (n < FLENGTH) {
refn=n+ignore-EXCLUDE;
if (!reference) {
while (!future[refn]) {
n++;
refn++;
if (n>=(pars.LENGTH-1))
goto ntoolarge;
}
}
for (j=0;j<pars.DIM;j++)
cast[j][hdim]=rseries[j][n];
/* search neighbors */
if (!reference)
pars.MINN += minnadd;
search_neighbors(series,cast,pars,sf);
if (!reference) {
j=0;
switch (neighborkind) {
case 0: {
for (i=0;i<pars.MINN;i++) {
if (sf.found[i] == refn) {
j++;
}
sf.found[i]=sf.found[j];
sf.distance[i]=sf.distance[j];
j++;
}
} break;
case 1: {
for (i=0;i<pars.MINN;i++) {
if ((sf.found[i] == refn) || (sf.found[i] == (refn-1))) {
j++;
}
sf.found[i]=sf.found[j];
sf.distance[i]=sf.distance[j];
j++;
}
} break;
case 2: {
for (i=0;i<pars.MINN;i++) {
if ((sf.found[i] == refn) || (sf.found[i] == (refn-1)) ||
(sf.found[i] == (refn+1))) {
j++;
}
sf.found[i]=sf.found[j];
sf.distance[i]=sf.distance[j];
j++;
}
} break;
}
pars.MINN -= minnadd;
}
/* print coordinate */
for (i=0;i<pars.DIM;i++)
fprintf(fout,"%e ",cast[i][hdim]*max+sermin[i]);
/* print neighbors */
for (i=0;i<pars.MINN;i++)
fprintf(fout,"%lu ",sf.found[i]+1);
fprintf(fout,"\n");
fflush(fout);
n++;
}
ntoolarge: fclose(fout);
return 0;
}
int main(int argc,char **argv)
{
unsigned int outstrlen=0,offset,hdim,wdim=1;
int i,j;
unsigned int *future,has_future;
unsigned long count;
long li,lj;
char *outstring,*infile,*fieldfile,*wcol;
double **series,*sermin,*serinter,**dfuture,max,**cast,sweights;
double *new,*drift,**diffusion,**gamma;
struct sfound sf;
FILE *fout,*ffield;
if (scan_help(argc,argv))
show_options(argv[0]);
for (i=0;i<argc;i++) {
outstrlen += strlen(argv[i]);
outstrlen++;
}
check_alloc(outstring=(char*)malloc(sizeof(char)*(outstrlen+8)));
sprintf(outstring,"#Prog: ");
offset=7;
for (i=0;i<argc;i++) {
sprintf(outstring+offset,"%s ",argv[i]);
offset += (strlen(argv[i])+1);
}
scan_options(argc,argv);
if (pars.MINN < (pars.DIM+1)) {
fprintf(stderr,"Too few neighbors. System is underdetermined.\n");
exit(LANGEVIN_MAIN_TOO_FEW_MINN);
}
infile=search_datafile(argc,argv,NULL,VERBOSITY);
if (infile == NULL) {
fprintf(stderr,"No input datafile found.\n");
exit(LANGEVIN_MAIN_NO_INPUTFILE);
}
if (OUTFILE == NULL) {
check_alloc(OUTFILE=(char*)calloc(strlen(infile)+6,(size_t)1));
sprintf(OUTFILE,"%s.lang",infile);
check_alloc(fieldfile=(char*)calloc(strlen(infile)+12,(size_t)1));
sprintf(fieldfile,"%s.lang.field",infile);
}
else {
check_alloc(fieldfile=(char*)calloc(strlen(OUTFILE)+7,(size_t)1));
sprintf(fieldfile,"%s.field",OUTFILE);
}
OUTFILE=test_outfile(OUTFILE);
if (!nofields)
fieldfile=test_outfile(fieldfile);
if (COLUMN == NULL)
series=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&(pars.DIM),"",dimset,VERBOSITY);
else
series=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&(pars.DIM),COLUMN,dimset,VERBOSITY);
init_noise(pars,seed);
if (INNOISE > 0.0)
for (li=0;li<pars.LENGTH;li++)
for (i=0;i<pars.DIM;i++)
series[i][li] += 2.0*INNOISE*
((double)rnd_long()/(double)ULONG_MAX-0.5);
check_alloc(sermin=malloc(sizeof(double)*pars.DIM));
check_alloc(serinter=malloc(sizeof(double)*pars.DIM));
// rescale_data(series,pars,sermin,serinter);
for (i=0;i<pars.DIM;i++) {
sermin[i]=0.0;
serinter[i]=1.0;
}
max=serinter[0];
for (i=1;i<pars.DIM;i++)
if (serinter[i] > max)
max=serinter[i];
for (i=0;i<pars.DIM;i++) {
for (j=0;j<pars.LENGTH;j++)
series[i][j] /= max;
}
if (pars.maxr > 0.0)
pars.maxr /= max;
hdim=1;
pars.hdim=hdim;
check_alloc(future=(unsigned int*)malloc(sizeof(int)*pars.LENGTH));
if (WHICHFUTURE>0) {
check_alloc(wcol=(char*)calloc((size_t)10,(size_t)1));
sprintf(wcol,"%u",WHICHFUTURE);
dfuture=(double**)get_multi_series(infile,&(pars.LENGTH),EXCLUDE,
&wdim,wcol,1,0L);
for (li=0;li<hdim;li++)
future[li]=0;
for (li=hdim;li<pars.LENGTH-1;li++) {
has_future= (dfuture[0][li]>0.0);
for (lj=1;lj<=hdim;lj++)
has_future &= (dfuture[0][li-lj]>0.0);
future[li]=has_future;
}
future[pars.LENGTH-1]=0;
free(dfuture);
}
else {
for (li=0;li<pars.LENGTH-1;li++)
future[li]=1;
future[pars.LENGTH-1]=0;
for (li=0;li<hdim;li++)
future[li]=0;
}
check_alloc(sf.found=(unsigned long*)
malloc(sizeof(unsigned long)*pars.LENGTH));
check_alloc(sf.distance=(double*)malloc(sizeof(double)*pars.LENGTH));
check_alloc(sf.weight=(double*)malloc(sizeof(double)*pars.LENGTH));
check_alloc(sf.count=(unsigned long*)malloc(sizeof(unsigned long)));
check_alloc(sf.aveps=(double*)malloc(sizeof(double)));
sf.count[0]=0;
sf.aveps[0]=0.0;
check_alloc(cast=(double**)malloc(sizeof(double*)*pars.DIM));
for (i=0;i<pars.DIM;i++)
check_alloc(cast[i]=(double*)malloc(sizeof(double)*(hdim+1)));
check_alloc(new=(double*)malloc(sizeof(double)*pars.DIM));
check_alloc(drift=(double*)malloc(sizeof(double)*pars.DIM));
check_alloc(diffusion=(double**)malloc(sizeof(double*)*pars.DIM));
check_alloc(gamma=(double**)malloc(sizeof(double*)*pars.DIM));
for (i=0;i<pars.DIM;i++) {
check_alloc(diffusion[i]=(double*)malloc(sizeof(double)*pars.DIM));
check_alloc(gamma[i]=(double*)malloc(sizeof(double)*pars.DIM));
}
for (i=0;i<=hdim;i++)
for (j=0;j<pars.DIM;j++)
cast[j][hdim-i]=series[j][pars.LENGTH-1-i];
pars.minminn=(unsigned long)((3.*pars.DIM+3.)/2.0+0.5);
init_neighbor_search_circ(series,pars,future);
/* print program call and column labels */
fout=fopen(OUTFILE,"w");
fprintf(fout,"%s\n",outstring);
#if defined(MAXNORM)
fprintf(fout,"#Norm: Maxnorm\n");
#else
fprintf(fout,"#Norm: L2 Norm\n");
#endif
#if defined(WEIGHTS)
if (pars.maxr > 0.0)
fprintf(fout,"#Weights: on WFACT = %lf maxr = %lf\n",WFACT,pars.maxr*max);
else
fprintf(fout,"#Weights: on WFACT = %lf maxr not set\n",WFACT);
#else
fprintf(fout,"#Weights: off\n");
#endif
fprintf(fout,"#Content: ");
for (i=0;i<pars.DIM;i++)
fprintf(fout,"x%d ",i+1);
fprintf(fout,"\n");
fflush(fout);
if (!nofields) {
ffield=fopen(fieldfile,"w");
fprintf(ffield,"%s\n",outstring);
#if defined(MAXNORM)
fprintf(ffield,"#Norm: Maxnorm\n");
#else
fprintf(ffield,"#Norm: L2 Norm\n");
#endif
#if defined(WEIGHTS)
if (pars.maxr > 0.0)
fprintf(ffield,"#Weights: on WFACT = %lf maxr = %lf\n",WFACT,pars.maxr*max);
else
fprintf(ffield,"#Weights: on WFACT = %lf maxr not set\n",WFACT);
#else
fprintf(ffield,"#Weights: off\n");
#endif
fprintf(ffield,"#Content: ");
for (i=0;i<pars.DIM;i++)
for (j=0;j<pars.EMB;j++)
if (pars.EMB>1) {
fprintf(ffield,"x%d_%d ",i+1,j+1);
}
else {
fprintf(ffield,"x%d ",i+1);
}
for (i=0;i<pars.DIM;i++)
fprintf(ffield,"f%d ",i+1);
for (i=0;i<pars.DIM;i++)
for (j=0;j<pars.DIM;j++)
fprintf(ffield,"g_%d_%d ",i+1,j+1);
for (i=0;i<pars.DIM;i++)
for (j=0;j<=i;j++)
fprintf(ffield,"K_%d_%d ",i+1,j+1);
#if defined(WEIGHTS)
fprintf(ffield,"distance sweights\n");
#else
fprintf(ffield,"distance\n");
#endif
fflush(ffield);
}
count=0;
while (count <FLENGTH) {
search_neighbors_circ(series,cast,pars,sf);
get_fields_no_circ(series,pars,sf,drift,gamma,diffusion,cast);
make_cast_no_circ(cast,new,pars,drift,gamma,diffusion);
for (i=0;i<pars.DIM;i++)
fprintf(fout,"%lf ",new[i]*max+sermin[i]);
fprintf(fout,"\n");
fflush(fout);
if (!nofields) {
for (i=0;i<pars.DIM;i++)
for (j=0;j<pars.EMB;j++)
fprintf(ffield,"%e ",cast[i][hdim-j*pars.DELAY]*max+sermin[i]);
for (i=0;i<pars.DIM;i++)
fprintf(ffield,"%e ",drift[i]*max);
for (i=0;i<pars.DIM;i++)
for (j=0;j<pars.DIM;j++)
fprintf(ffield,"%e ",gamma[i][j]);
for (i=0;i<pars.DIM;i++)
for (j=0;j<=i;j++)
fprintf(ffield,"%e ",diffusion[i][j]*max);
#if defined(WEIGHTS)
sweights=sf.weight[0];
for (i=1;i<pars.MINN;i++)
sweights += sf.weight[i];
fprintf(ffield,"%e %lf\n",sf.distance[pars.MINN-1]*max,sweights);
#else
fprintf(ffield,"%e\n",sf.distance[pars.MINN-1]*max);
#endif
fflush(ffield);
}
for (i=1;i<=hdim;i++)
for (j=0;j<pars.DIM;j++)
cast[j][i-1]=cast[j][i];
for (i=0;i<pars.DIM;i++)
cast[i][hdim]=new[i];
count++;
}
fclose(fout);
if (!nofields)
fclose(ffield);
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;
}