--- /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 4, 1999 */
+#include <stdio.h>
+#include <stdlib.h>
+#include <string.h>
+#include <limits.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Estimates the average cross forecast error for a zeroth\n\t\
+order fit between two series given as two columns of one file."
+
+#ifndef _MATH_H
+#include <math.h>
+#endif
+
+/*number of boxes for the neighbor search algorithm*/
+#define NMAX 128
+
+unsigned int nmax=(NMAX-1);
+long **box,*list;
+unsigned long *found;
+double *series1,*series2;
+double interval,min,epsilon;
+
+char epsset=0;
+char *infile=NULL;
+char *outfile=NULL,stdo=1;
+char *COLUMNS=NULL;
+unsigned int DIM=3,DELAY=1;
+unsigned int verbosity=0xff;
+int MINN=30,STEP=1;
+double EPS0=1.e-3,EPSF=1.2;
+unsigned long LENGTH=ULONG_MAX,exclude=0,CLENGTH=ULONG_MAX;
+
+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 columns to read [default: 1,2]\n");
+ fprintf(stderr,"\t-m embedding dimension [default: 3]\n");
+ fprintf(stderr,"\t-d delay [default: 1]\n");
+ fprintf(stderr,"\t-n # of reference points [default: length]\n");
+ fprintf(stderr,"\t-k minimal number of neighbors for the fit "
+ "[default: 30]\n");
+ fprintf(stderr,"\t-r neighborhoud size to start with "
+ "[default: (data interval)/1000]\n");
+ fprintf(stderr,"\t-f factor to increase size [default: 1.2]\n");
+ fprintf(stderr,"\t-s steps to forecast [default: 1]\n");
+ fprintf(stderr,"\t-o output file [default: 'datafile.cze',"
+ " without -o: stdout]\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','s')) != NULL)
+ COLUMNS=out;
+ 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,'n','u')) != NULL)
+ sscanf(out,"%lu",&CLENGTH);
+ if ((out=check_option(in,n,'k','u')) != NULL)
+ sscanf(out,"%u",&MINN);
+ if ((out=check_option(in,n,'r','f')) != NULL) {
+ epsset=1;
+ sscanf(out,"%lf",&EPS0);
+ }
+ if ((out=check_option(in,n,'f','f')) != NULL)
+ sscanf(out,"%lf",&EPSF);
+ if ((out=check_option(in,n,'s','u')) != NULL)
+ sscanf(out,"%u",&STEP);
+ if ((out=check_option(in,n,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(in,n,'o','o')) != NULL) {
+ stdo=0;
+ if (strlen(out) > 0)
+ outfile=out;
+ }
+}
+
+double make_fit(unsigned long act,unsigned long number,unsigned long istep)
+{
+ double casted=0.0;
+ int i;
+
+ for (i=0;i<number;i++)
+ casted += series1[found[i]+istep];
+ casted /= number;
+
+ return (casted-series2[act+istep])*(casted-series2[act+istep]);
+}
+
+int main(int argc,char **argv)
+{
+ char stdi=0;
+ char alldone,*done;
+ unsigned long i,j,actfound;
+ unsigned long clength;
+ unsigned int dummy=2;
+ double rms2,av2,*error;
+ double **both,hinter;
+ 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,0L,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.cze",infile);
+ }
+ else {
+ check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
+ sprintf(outfile,"stdin.cze");
+ }
+ }
+ if (!stdo)
+ test_outfile(outfile);
+
+ if (COLUMNS == NULL)
+ both=(double**)get_multi_series(infile,&LENGTH,exclude,&dummy,"",
+ (char)1,verbosity);
+ else
+ both=(double**)get_multi_series(infile,&LENGTH,exclude,&dummy,COLUMNS,
+ (char)0,verbosity);
+ series1=both[0];
+ series2=both[1];
+ rescale_data(series1,LENGTH,&min,&hinter);
+ interval=hinter;
+ rescale_data(series2,LENGTH,&min,&hinter);
+ interval=(interval+hinter)/2.0;
+
+ variance(series2,LENGTH,&av2,&rms2);
+
+ check_alloc(list=(long*)malloc(sizeof(long)*LENGTH));
+ check_alloc(found=(unsigned long*)malloc(sizeof(long)*LENGTH));
+ check_alloc(done=(char*)malloc(sizeof(char)*LENGTH));
+ check_alloc(box=(long**)malloc(sizeof(long*)*NMAX));
+ check_alloc(error=(double*)malloc(sizeof(double)*STEP));
+ for (i=0;i<STEP;i++)
+ error[i]=0.0;
+
+ for (i=0;i<NMAX;i++)
+ check_alloc(box[i]=(long*)malloc(sizeof(long)*NMAX));
+
+ for (i=0;i<LENGTH;i++)
+ done[i]=0;
+
+ alldone=0;
+ if (epsset)
+ EPS0 /= interval;
+
+ epsilon=EPS0/EPSF;
+ clength=(CLENGTH <= LENGTH) ? CLENGTH-STEP : LENGTH-STEP;
+
+ while (!alldone) {
+ alldone=1;
+ epsilon*=EPSF;
+ make_box(series1,box,list,LENGTH-STEP,NMAX,DIM,DELAY,epsilon);
+ for (i=(DIM-1)*DELAY;i<clength;i++)
+ if (!done[i]) {
+ actfound=find_neighbors(series1,box,list,series2+i,LENGTH,NMAX,
+ DIM,DELAY,epsilon,found);
+ if (actfound >= MINN) {
+ for (j=1;j<=STEP;j++)
+ error[j-1] += make_fit(i,actfound,j);
+ done[i]=1;
+ }
+ alldone &= done[i];
+ }
+ }
+ if (stdo) {
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Writing to stdout\n");
+ for (i=0;i<STEP;i++)
+ fprintf(stdout,"%lu %e\n",i+1,
+ sqrt(error[i]/(clength-(DIM-1)*DELAY))/rms2);
+ }
+ else {
+ file=fopen(outfile,"w");
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Opened %s for writing\n",outfile);
+ for (i=0;i<STEP;i++)
+ fprintf(file,"%lu %e\n",i+1,
+ sqrt(error[i]/(clength-(DIM-1)*DELAY))/rms2);
+ fclose(file);
+ }
+
+ return 0;
+}
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