+++ /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, Sep 20, 2000 */
-#include <stdio.h>
-#include <stdlib.h>
-#include <math.h>
-#include <limits.h>
-#include <string.h>
-#include "routines/tsa.h"
-
-#define WID_STR "Estimates the time delayed mutual information\n\t\
-of the data set"
-
-
-char *file_out=NULL,stout=1;
-char *infile=NULL;
-unsigned long length=ULONG_MAX,exclude=0;
-unsigned int column=1;
-unsigned int verbosity=0xff;
-long partitions=16,corrlength=20;
-long *array,*h1,*h11,**h2;
-
-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 is all]\n");
- fprintf(stderr,"\t-x # of lines to be ignored [Default is 0]\n");
- fprintf(stderr,"\t-c column to read [Default is 1]\n");
- fprintf(stderr,"\t-b # of boxes [Default is 16]\n");
- fprintf(stderr,"\t-D max. time delay [Default is 20]\n");
- fprintf(stderr,"\t-o output file [-o without name means 'datafile'.mut;"
- "\n\t\tNo -o means write to 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 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,'b','u')) != NULL)
- sscanf(out,"%lu",&partitions);
- if ((out=check_option(in,n,'D','u')) != NULL)
- sscanf(out,"%lu",&corrlength);
- if ((out=check_option(in,n,'V','u')) != NULL)
- sscanf(out,"%u",&verbosity);
- if ((out=check_option(in,n,'o','o')) != NULL) {
- stout=0;
- if (strlen(out) > 0)
- file_out=out;
- }
-}
-
-double make_cond_entropy(long t)
-{
- long i,j,hi,hii,count=0;
- double hpi,hpj,pij,cond_ent=0.0,norm;
-
- for (i=0;i<partitions;i++) {
- h1[i]=h11[i]=0;
- for (j=0;j<partitions;j++)
- h2[i][j]=0;
- }
- for (i=0;i<length;i++)
- if (i >= t) {
- hii=array[i];
- hi=array[i-t];
- h1[hi]++;
- h11[hii]++;
- h2[hi][hii]++;
- count++;
- }
-
- norm=1.0/(double)count;
- cond_ent=0.0;
-
- for (i=0;i<partitions;i++) {
- hpi=(double)(h1[i])*norm;
- if (hpi > 0.0) {
- for (j=0;j<partitions;j++) {
- hpj=(double)(h11[j])*norm;
- if (hpj > 0.0) {
- pij=(double)h2[i][j]*norm;
- if (pij > 0.0)
- cond_ent += pij*log(pij/hpj/hpi);
- }
- }
- }
- }
-
- return cond_ent;
-}
-
-int main(int argc,char** argv)
-{
- char stdi=0;
- long tau,i;
- double *series,min,interval,shannon;
- 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 (file_out == NULL) {
- if (!stdi) {
- check_alloc(file_out=(char*)calloc(strlen(infile)+5,(size_t)1));
- strcpy(file_out,infile);
- strcat(file_out,".mut");
- }
- else {
- check_alloc(file_out=(char*)calloc((size_t)10,(size_t)1));
- strcpy(file_out,"stdin.mut");
- }
- }
- if (!stout)
- test_outfile(file_out);
-
- series=(double*)get_series(infile,&length,exclude,column,verbosity);
- rescale_data(series,length,&min,&interval);
-
- check_alloc(h1=(long *)malloc(sizeof(long)*partitions));
- check_alloc(h11=(long *)malloc(sizeof(long)*partitions));
- check_alloc(h2=(long **)malloc(sizeof(long *)*partitions));
- for (i=0;i<partitions;i++)
- check_alloc(h2[i]=(long *)malloc(sizeof(long)*partitions));
- check_alloc(array=(long *)malloc(sizeof(long)*length));
- for (i=0;i<length;i++)
- if (series[i] < 1.0)
- array[i]=(long)(series[i]*(double)partitions);
- else
- array[i]=partitions-1;
- free(series);
-
- shannon=make_cond_entropy(0);
- if (corrlength >= length)
- corrlength=length-1;
-
- if (!stout) {
- file=fopen(file_out,"w");
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Opened %s for writing\n",file_out);
- fprintf(file,"#shannon= %e\n",shannon);
- fprintf(file,"%d %e\n",0,shannon);
- for (tau=1;tau<=corrlength;tau++) {
- fprintf(file,"%ld %e\n",tau,make_cond_entropy(tau));
- fflush(file);
- }
- fclose(file);
- }
- else {
- if (verbosity&VER_INPUT)
- fprintf(stderr,"Writing to stdout\n");
- fprintf(stdout,"#shannon= %e\n",shannon);
- fprintf(stdout,"%d %e\n",0,shannon);
- for (tau=1;tau<=corrlength;tau++) {
- fprintf(stdout,"%ld %e\n",tau,make_cond_entropy(tau));
- fflush(stdout);
- }
- }
-
- return 0;
-}
-
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