--- /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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