+++ /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: Apr 25, 2002 */
-#include <stdio.h>
-#include <stdlib.h>
-#include <math.h>
-#include <limits.h>
-#include <string.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Estimates the maximal Lyapunov exponent; Rosenstein et al."
-
-#define NMAX 256
-
-char *outfile=NULL;
-char *infile=NULL;
-char epsset=0;
-double *series,*lyap;
-long box[NMAX][NMAX],*list;
-unsigned int dim=2,delay=1,steps=10,mindist=0;
-unsigned int column=1;
-unsigned int verbosity=0xff;
-const unsigned int nmax=NMAX-1;
-unsigned long length=ULONG_MAX,exclude=0;
-long *found;
-double eps0=1.e-3,eps,epsinv;
-
-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 scan_options(int n,char **argv)
-{
- char *out;
-
- if ((out=check_option(argv,n,'l','u')) != NULL)
- sscanf(out,"%lu",&length);
- if ((out=check_option(argv,n,'x','u')) != NULL)
- sscanf(out,"%lu",&exclude);
- if ((out=check_option(argv,n,'c','u')) != NULL)
- sscanf(out,"%u",&column);
- if ((out=check_option(argv,n,'m','u')) != NULL)
- sscanf(out,"%u",&dim);
- if ((out=check_option(argv,n,'d','u')) != NULL)
- sscanf(out,"%u",&delay);
- if ((out=check_option(argv,n,'t','u')) != NULL)
- sscanf(out,"%u",&mindist);
- if ((out=check_option(argv,n,'r','f')) != NULL) {
- epsset=1;
- sscanf(out,"%lf",&eps0);
- }
- if ((out=check_option(argv,n,'s','u')) != NULL)
- sscanf(out,"%u",&steps);
- if ((out=check_option(argv,n,'V','u')) != NULL)
- sscanf(out,"%u",&verbosity);
- if ((out=check_option(argv,n,'o','o')) != NULL)
- if (strlen(out) > 0)
- outfile=out;
-}
-
-void put_in_boxes(void)
-{
- int i,j,x,y,del;
-
- for (i=0;i<NMAX;i++)
- for (j=0;j<NMAX;j++)
- box[i][j]= -1;
-
- del=delay*(dim-1);
- for (i=0;i<length-del-steps;i++) {
- x=(int)(series[i]*epsinv)&nmax;
- y=(int)(series[i+del]*epsinv)&nmax;
- list[i]=box[x][y];
- box[x][y]=i;
- }
-}
-
-char make_iterate(long act)
-{
- char ok=0;
- int x,y,i,j,i1,k,del1=dim*delay;
- long element,minelement= -1;
- double dx,mindx=1.0;
-
- x=(int)(series[act]*epsinv)&nmax;
- y=(int)(series[act+delay*(dim-1)]*epsinv)&nmax;
- for (i=x-1;i<=x+1;i++) {
- i1=i&nmax;
- for (j=y-1;j<=y+1;j++) {
- element=box[i1][j&nmax];
- while (element != -1) {
- if (labs(act-element) > mindist) {
- dx=0.0;
- for (k=0;k<del1;k+=delay) {
- dx += (series[act+k]-series[element+k])*
- (series[act+k]-series[element+k]);
- if (dx > eps*eps)
- break;
- }
- if (k==del1) {
- if (dx < mindx) {
- ok=1;
- if (dx > 0.0) {
- mindx=dx;
- minelement=element;
- }
- }
- }
- }
- element=list[element];
- }
- }
- }
- if ((minelement != -1) ) {
- act--;
- minelement--;
- for (i=0;i<=steps;i++) {
- act++;
- minelement++;
- dx=0.0;
- for (j=0;j<del1;j+=delay) {
- dx += (series[act+j]-series[minelement+j])*
- (series[act+j]-series[minelement+j]);
- }
- if (dx > 0.0) {
- found[i]++;
- lyap[i] += log(dx);
- }
- }
- }
- return ok;
-}
-
-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;
-}
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