+++ /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