--- /dev/null
+/*
+ * This file is part of TISEAN
+ *
+ * Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
+ *
+ * TISEAN is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or
+ * (at your option) any later version.
+ *
+ * TISEAN is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with TISEAN; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
+ */
+/*Author: Rainer Hegger*/
+/* Changes:
+ 6/30/2006: Norm of the errors was wrong
+*/
+#include <stdio.h>
+#include <stdlib.h>
+#include <math.h>
+#include <limits.h>
+#include <string.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Fits a polynomial to the data"
+
+char CAST=0,sinsample=0,*outfile=NULL;
+char *infile=NULL;
+unsigned long LENGTH=ULONG_MAX,exclude=0;
+long CLENGTH=1000;
+unsigned long INSAMPLE=ULONG_MAX;
+int DIM=2,DELAY=1,N=2;
+unsigned int COLUMN=1;
+unsigned int pars=1,hpar;
+unsigned int verbosity=0xff;
+
+long *coding;
+long maxencode;
+double *series,*results;
+double std_dev;
+
+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 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-p order of the polynomial [default: 2]\n");
+ fprintf(stderr,"\t-n # of points for insample [default: # of data]\n");
+ fprintf(stderr,"\t-L steps to cast [default: none]\n");
+ fprintf(stderr,"\t-o output file name [default: 'datafile'.pol]\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 scan_options(int n,char **in)
+{
+ char *out;
+
+ if ((out=check_option(in,n,'l','u')) != NULL)
+ sscanf(out,"%lu",&LENGTH);
+ if ((out=check_option(in,n,'x','u')) != NULL)
+ sscanf(out,"%lu",&exclude);
+ if ((out=check_option(in,n,'c','u')) != NULL)
+ sscanf(out,"%u",&COLUMN);
+ if ((out=check_option(in,n,'m','u')) != NULL)
+ sscanf(out,"%u",&DIM);
+ if ((out=check_option(in,n,'d','u')) != NULL)
+ sscanf(out,"%u",&DELAY);
+ if ((out=check_option(in,n,'p','u')) != NULL)
+ sscanf(out,"%u",&N);
+ if ((out=check_option(in,n,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(in,n,'n','u')) != NULL) {
+ sscanf(out,"%lu",&INSAMPLE);
+ sinsample=1;
+ }
+ if ((out=check_option(in,n,'L','u')) != NULL) {
+ CAST=1;
+ sscanf(out,"%lu",&CLENGTH);
+ }
+ if ((out=check_option(in,n,'o','o')) != NULL)
+ if (strlen(out) > 0)
+ outfile=out;
+}
+
+double polynom(int act,int dim,long cur,long fac)
+{
+ int j,n,hi;
+ double ret=1.0;
+
+ n=cur/fac;
+ hi=act-(dim-1)*DELAY;
+ for (j=1;j<=n;j++)
+ ret *= series[hi];
+ if (dim > 1)
+ ret *= polynom(act,dim-1,cur-n*fac,fac/(N+1));
+
+ return ret;
+}
+
+int number_pars(int ord,int start)
+{
+ int i,ret=0;
+
+ if (ord == 1)
+ for (i=start;i<=DIM;i++)
+ ret += 1;
+ else
+ for (i=start;i<=DIM;i++)
+ ret += number_pars(ord-1,i);
+
+ return ret;
+}
+
+void make_coding(int ord,int d,int fac,int cur)
+{
+ int j;
+
+ if ( d == -1)
+ coding[hpar++]=cur;
+ else
+ for (j=0;j<=ord;j++)
+ make_coding(ord-j,d-1,fac*(N+1),cur+j*fac);
+}
+
+void make_fit(void)
+{
+ int i,j,k;
+ double **mat,*b;
+
+ check_alloc(b=(double*)malloc(sizeof(double)*pars));
+ check_alloc(mat=(double**)malloc(sizeof(double*)*pars));
+ for (i=0;i<pars;i++)
+ check_alloc(mat[i]=(double*)malloc(sizeof(double)*pars));
+
+ for (i=0;i<pars;i++) {
+ b[i]=0.0;
+ for (j=0;j<pars;j++)
+ mat[i][j]=0.0;
+ }
+
+ for (i=0;i<pars;i++)
+ for (j=i;j<pars;j++)
+ for (k=(DIM-1)*DELAY;k<INSAMPLE-1;k++)
+ mat[i][j] += polynom(k,DIM,coding[i],maxencode)*
+ polynom(k,DIM,coding[j],maxencode);
+ for (i=0;i<pars;i++)
+ for (j=i;j<pars;j++)
+ mat[j][i]=(mat[i][j] /= (INSAMPLE-1-(DIM-1)*DELAY));
+
+ for (i=0;i<pars;i++) {
+ for (j=(DIM-1)*DELAY;j<INSAMPLE-1;j++)
+ b[i] += series[j+1]*polynom(j,DIM,coding[i],maxencode);
+ b[i] /= (INSAMPLE-1-(DIM-1)*DELAY);
+ }
+ solvele(mat,b,pars);
+
+ for (i=0;i<pars;i++)
+ results[i]=b[i];
+
+ free(b);
+ for (i=0;i<pars;i++)
+ free(mat[i]);
+ free(mat);
+}
+
+void decode(int *out,int dim,long cur,long fac)
+{
+ int n;
+
+ n=cur/fac;
+ out[dim]=n;
+ if (dim > 0)
+ decode(out,dim-1,cur-(long)n*fac,fac/(N+1));
+}
+
+double make_error(unsigned long i0,unsigned long i1)
+{
+ int j,k;
+ double h,err;
+
+ err=0.0;
+ for (j=i0+(DIM-1)*DELAY;j<(long)i1-1;j++) {
+ h=0.0;
+ for (k=0;k<pars;k++)
+ h += results[k]*polynom(j,DIM,coding[k],maxencode);
+ err += (series[j+1]-h)*(series[j+1]-h);
+ }
+ return err /= ((long)i1-(long)i0-(DIM-1)*DELAY);
+}
+
+void make_cast(FILE *fcast)
+{
+ int i,j,k,hi;
+ double casted;
+
+ for (i=0;i<=(DIM-1)*DELAY;i++)
+ series[i]=series[LENGTH-(DIM-1)*DELAY-1+i];
+
+ hi=(DIM-1)*DELAY;
+ for (i=1;i<=CLENGTH;i++) {
+ casted=0.0;
+ for (k=0;k<pars;k++)
+ casted += results[k]*polynom((DIM-1)*DELAY,DIM,coding[k],maxencode);
+ fprintf(fcast,"%e\n",casted*std_dev);
+ fflush(fcast);
+ for (j=0;j<(DIM-1)*DELAY;j++)
+ series[j]=series[j+1];
+ series[hi]=casted;
+ }
+ fclose(fcast);
+}
+
+int main(int argc,char **argv)
+{
+ char stdi=0;
+ int i,j,k;
+ int *opar,sumpar;
+ double in_error,out_error,av;
+ 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,".pol");
+ }
+ else {
+ check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
+ strcpy(outfile,"stdin.pol");
+ }
+ }
+ test_outfile(outfile);
+
+ series=(double*)get_series(infile,&LENGTH,exclude,COLUMN,verbosity);
+ variance(series,LENGTH,&av,&std_dev);
+ for (i=0;i<LENGTH;i++)
+ series[i] /= std_dev;
+
+ if (!sinsample || (INSAMPLE > LENGTH))
+ INSAMPLE=LENGTH;
+
+ maxencode=1;
+ for (i=1;i<DIM;i++)
+ maxencode *= (N+1);
+
+ for (i=1;i<=N;i++) {
+ pars += number_pars(i,1);
+ }
+ file=fopen(outfile,"w");
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Opened %s for writing\n",outfile);
+ fprintf(file,"#number of free parameters= %d\n\n",pars);
+ fflush(file);
+ check_alloc(coding=(long*)malloc(sizeof(long)*pars));
+ hpar=0;
+ make_coding(N,DIM-1,1,0);
+
+ check_alloc(results=(double*)malloc(sizeof(double)*pars));
+ make_fit();
+
+ check_alloc(opar=(int*)malloc(sizeof(int)*DIM));
+ fprintf(file,"#used norm for the fit= %e\n",std_dev);
+
+ for (j=0;j<pars;j++) {
+ decode(opar,DIM-1,coding[j],maxencode);
+ fprintf(file,"#");
+ sumpar=0;
+ for (k=0;k<DIM;k++) {
+ sumpar += opar[k];
+ fprintf(file,"%d ",opar[k]);
+ }
+ fprintf(file,"%e\n",results[j]/pow(std_dev,(double)(sumpar-1)));
+ }
+ fprintf(file,"\n");
+
+ in_error=make_error((unsigned long)0,INSAMPLE);
+
+ fprintf(file,"#average insample error= %e\n",sqrt(in_error));
+
+ if (INSAMPLE < LENGTH) {
+ out_error=make_error(INSAMPLE,LENGTH);
+ fprintf(file,"#average out of sample error= %e\n",sqrt(out_error));
+ }
+
+ if (CAST)
+ make_cast(file);
+ fclose(file);
+
+ return 0;
+}
git://source.jalview.org / jabaws.git / blobdiff