+++ /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 Last modified: Feb 22, 2006 */
-/* Changes:
- 02/22/06: Remove this strange else in start_box that
- did not compile anyways
-*/
-
-#include <stdio.h>
-#include <stdlib.h>
-#include <math.h>
-#include <string.h>
-#include <limits.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Estimates the Renyi entropy of Qth order\n\t\
-using a partition instead of a covering."
-
-typedef struct {
- double *hist;
- void *ptr;
-} hliste;
-
-unsigned long LENGTH=ULONG_MAX,exclude=0;
-unsigned int maxembed=10,dimension=1,DELAY=1,EPSCOUNT=20;
-unsigned int verbosity=0xff;
-double Q=2.0,EPSMIN=1.e-3,EPSMAX=1.0;
-char dimset=0,epsminset=0,epsmaxset=0;
-char *outfile=NULL;
-char *column=NULL;
-
-int epsi;
-unsigned long length;
-double EPSFAKTOR;
-unsigned int **which_dims;
-double *histo;
-double **series;
-
-void show_options(char *progname)
-{
- what_i_do(progname,WID_STR);
- fprintf(stderr,"Usage: %s [Options]\n",progname);
- fprintf(stderr,"Options:\n");
- fprintf(stderr,"\t-l # of datapoints [Default: whole file]\n");
- fprintf(stderr,"\t-x # of lines to ignore [Default: %lu]\n",exclude);
- fprintf(stderr,"\t-M # of columns,maximal embedding dimension "
- "[Default: %u,%u]\n",dimension,maxembed);
- fprintf(stderr,"\t-c columns to read [Default: 1,...,#of compon.]\n");
- fprintf(stderr,"\t-d delay [Default: %u]\n",DELAY);
- fprintf(stderr,"\t-Q order of the Renyi entropy [Default: %.1f]\n",Q);
- fprintf(stderr,"\t-r minimal epsilon [Default: (data interval)/1000]\n");
- fprintf(stderr,"\t-R maximal epsilon [Default: data interval]\n");
- fprintf(stderr,"\t-# # of epsilons to use [Default: %u]\n",EPSCOUNT);
- fprintf(stderr,"\t-o output file name [Default: 'datafile'.box]\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\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,'c','s')) != NULL)
- column=out;
- if ((out=check_option(in,n,'x','u')) != NULL)
- sscanf(out,"%lu",&exclude);
- if ((out=check_option(in,n,'M','2')) != NULL) {
- sscanf(out,"%u,%u",&dimension,&maxembed);
- dimset=1;
- }
- if ((out=check_option(in,n,'d','u')) != NULL)
- sscanf(out,"%u",&DELAY);
- if ((out=check_option(in,n,'Q','f')) != NULL)
- sscanf(out,"%lf",&Q);
- if ((out=check_option(in,n,'r','f')) != NULL) {
- sscanf(out,"%lf",&EPSMIN);
- epsminset=1;
- }
- if ((out=check_option(in,n,'R','f')) != NULL) {
- sscanf(out,"%lf",&EPSMAX);
- epsmaxset=1;
- }
- if ((out=check_option(in,n,'#','u')) != NULL)
- sscanf(out,"%u",&EPSCOUNT);
- if ((out=check_option(in,n,'V','u')) != NULL)
- sscanf(out,"%u",&verbosity);
- if ((out=check_option(in,n,'o','s')) != NULL)
- outfile=out;
-}
-
-hliste *make_histo(void)
-{
- int i;
- hliste *element;
-
- check_alloc(element=(hliste*)malloc(sizeof(hliste)));
- element->ptr=NULL;
- check_alloc(element->hist=(double*)malloc(sizeof(double)*maxembed*dimension));
- for (i=0;i<maxembed*dimension;i++)
- element->hist[i]=0.0;
-
- return element;
-}
-
-void next_dim(int wd,int n,unsigned int *first)
-{
- int i,which,d1,comp;
- double epsinv,norm,p;
- unsigned int **act;
- int *found,hf;
-
- comp=which_dims[wd][0];
- d1=which_dims[wd][1]*DELAY;
-
- epsinv=(double)epsi;
- norm=(double)length;
-
- check_alloc(act=(unsigned int**)malloc(epsi*sizeof(int*)));
- check_alloc(found=(int*)malloc(epsi*sizeof(int)));
-
- for (i=0;i<epsi;i++) {
- found[i]=0;
- act[i]=NULL;
- }
-
- for (i=0;i<n;i++) {
- which=(int)(series[comp][first[i]+d1]*epsinv);
- hf= ++found[which];
- check_alloc(act[which]=
- realloc((unsigned int*)act[which],hf*sizeof(unsigned int)));
- act[which][hf-1]=first[i];
- }
-
- for (i=0;i<epsi;i++)
- if (found[i]) {
- p=(double)(found[i])/(norm);
- if (Q == 1.0)
- histo[wd] -= p*log(p);
- else
- histo[wd] += pow(p,Q);
- }
-
- if (wd<(maxembed*dimension-1))
- for (i=0;i<epsi;i++)
- if (found[i])
- next_dim(wd+1,found[i],act[i]);
-
- for (i=0;i<epsi;i++)
- if (found[i])
- free(act[i]);
-
- free(act);
- free(found);
-}
-
-void start_box(void)
-{
- int i,which;
- double epsinv,norm,p;
- unsigned int **act;
- int *found,hf;
- void next_dim();
-
- epsinv=(double)epsi;
- norm=(double)length;
-
- check_alloc(act=(unsigned int**)malloc(epsi*sizeof(int*)));
- check_alloc(found=(int*)malloc(epsi*sizeof(int)));
-
- for (i=0;i<epsi;i++) {
- found[i]=0;
- act[i]=NULL;
- }
-
- for (i=0;i<length;i++) {
- which=(int)(series[0][i]*epsinv);
- hf= ++found[which];
- check_alloc(act[which]=
- realloc((unsigned int*)act[which],hf*sizeof(unsigned int)));
- act[which][hf-1]=i;
- }
-
- for (i=0;i<epsi;i++)
- if (found[i]) {
- p=(double)(found[i])/(norm);
- if (Q == 1.0)
- histo[0] -= p*log(p);
- else
- histo[0] += pow(p,Q);
- }
-
- if (1<dimension*maxembed) {
- for (i=0;i<epsi;i++) {
- if (found[i])
- next_dim(1,found[i],act[i]);
- }
- }
- /*
- else {
- if (1<maxembed)
- for (i=0;i<epsi;i++) {
- if (found[i])
- next_dim(1,found[i],act[i]);
- }
- }
- */
-
- for (i=0;i<epsi;i++)
- if (found[i])
- free(act[i]);
-
- free(act);
- free(found);
-}
-
-int main(int argc,char **argv)
-{
- int i,j,k,count,epsi_old=0,epsi_test;
- void *root;
- hliste *histo_el;
- double *deps,heps;
- double min,interval,maxinterval;
- char *infile=NULL,stdi=0;
- FILE *fHq;
-
-
- 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));
- sprintf(outfile,"%s.box",infile);
- }
- else {
- check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
- sprintf(outfile,"stdin.box");
- }
- }
- test_outfile(outfile);
-
- if (column == NULL)
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&dimension,"",
- dimset,verbosity);
- else
- series=(double**)get_multi_series(infile,&LENGTH,exclude,&dimension,
- column,dimset,verbosity);
- maxinterval=0.0;
- for (i=0;i<dimension;i++) {
- rescale_data(series[i],LENGTH,&min,&interval);
- if (interval > maxinterval)
- maxinterval=interval;
- }
- if (epsminset)
- EPSMIN /= maxinterval;
- if (epsmaxset)
- EPSMAX /= maxinterval;
- for (i=0;i<dimension;i++) {
- for (j=0;j<LENGTH;j++)
- if (series[i][j] >= 1.0)
- series[i][j] -= EPSMIN/2.0;
- }
-
- check_alloc(histo=(double*)malloc(sizeof(double)*maxembed*dimension));
- check_alloc(deps=(double*)malloc(sizeof(double)*EPSCOUNT));
- check_alloc(which_dims=(unsigned int**)malloc(sizeof(int*)*
- maxembed*dimension));
- for (i=0;i<maxembed*dimension;i++)
- check_alloc(which_dims[i]=(unsigned int*)malloc(sizeof(int)*2));
- for (i=0;i<maxembed;i++)
- for (j=0;j<dimension;j++) {
- which_dims[i*dimension+j][0]=j;
- which_dims[i*dimension+j][1]=i;
- }
-
- histo_el=make_histo();
- root=histo_el;
-
- if (EPSCOUNT >1)
- EPSFAKTOR=pow(EPSMAX/EPSMIN,1.0/(double)(EPSCOUNT-1));
- else
- EPSFAKTOR=1.0;
-
- length=LENGTH-(maxembed-1)*DELAY;
-
- heps=EPSMAX*EPSFAKTOR;
-
- for (k=0;k<EPSCOUNT;k++) {
- count++;
- for (i=0;i<maxembed*dimension;i++)
- histo[i]=0.0;
- do {
- heps /= EPSFAKTOR;
- epsi_test=(int)(1./heps);
- } while (epsi_test <= epsi_old);
-
- epsi=epsi_test;
- epsi_old=epsi;
- deps[k]=heps;
-
- start_box();
- histo_el=root;
- while (histo_el->ptr != NULL)
- histo_el=histo_el->ptr;
-
- for (i=0;i<maxembed*dimension;i++)
- if (Q == 1.0)
- histo_el->hist[i]=histo[i];
- else
- histo_el->hist[i]=log(histo[i])/(1.0-Q);
-
- histo_el->ptr=make_histo();
- histo_el=histo_el->ptr;
- fHq=fopen(outfile,"w");
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Opened %s for writing\n",outfile);
-
- for (i=0;i<maxembed*dimension;i++) {
- fprintf(fHq,"#component = %d embedding = %d\n",which_dims[i][0]+1,
- which_dims[i][1]+1);
- histo_el=root;
- for (j=0;j<=k;j++) {
- if (i == 0)
- fprintf(fHq,"%e %e %e\n",deps[j]*maxinterval,
- histo_el->hist[i],histo_el->hist[i]);
- else
- fprintf(fHq,"%e %e %e\n",deps[j]*maxinterval,
- histo_el->hist[i],histo_el->hist[i]-histo_el->hist[i-1]);
- histo_el=histo_el->ptr;
- }
- fprintf(fHq,"\n");
- }
- fclose(fHq);
- }
-
- return 0;
-}