+++ /dev/null
-c===========================================================================
-c
-c This file is part of TISEAN
-c
-c Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber
-c
-c TISEAN is free software; you can redistribute it and/or modify
-c it under the terms of the GNU General Public License as published by
-c the Free Software Foundation; either version 2 of the License, or
-c (at your option) any later version.
-c
-c TISEAN is distributed in the hope that it will be useful,
-c but WITHOUT ANY WARRANTY; without even the implied warranty of
-c MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
-c GNU General Public License for more details.
-c
-c You should have received a copy of the GNU General Public License
-c along with TISEAN; if not, write to the Free Software
-c Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA
-c
-c===========================================================================
-c ar-run.f
-c iterate AR model, e.g. as fitted by ar-model (Dresden)
-c author T. Schreiber (1999)
-c===========================================================================
-
- parameter(npmax=100)
- character*72 file, fout, fline
- dimension x(-npmax:npmax), a(npmax)
- external rand
- data np/npmax/, ntrans/10000/, iuni/0/
- data iverb/1/
-
- call whatido("iterate AR model, e.g. as fitted by ar-model",iverb)
- np=ican("p",np)
- if(np.gt.npmax) stop "ar-run: make npmax larger."
- nmax=imust('l')
- ntrans=ican("x",ntrans)
- if(lopt("u",1).eq.1) iuni=1
- r=rand(sqrt(abs(fcan("I",0.0))))
- isout=igetout(fout,iverb)
-
- do 10 n=1,npmax
- x(-n)=0.
- 10 x(n)=0.
- call nthstring(1,file)
- call infile(file,iunit,iverb)
- read(iunit,'(a)') fline
- if(fline(1:1).eq."#") then
- read(fline(18:72),'(f20.0)',err=999) var
- do 20 j=1,np
- read(iunit,'(a1,f20.0)',err=999) fline(1:1), a(j)
- 20 if(fline(1:1).ne."#") goto 1
- else
- read(fline(1:72),'(f20.0)',err=999) var
- do 30 j=1,np
- 30 read(iunit,'(f20.0)',err=999,end=1) a(j)
- endif
- 1 np=j-1
- if(iv_echo(iverb).eq.1) then
- write(istderr(),*) 'coefficients: ', (a(i),i=1,np)
- write(istderr(),*) 'driving amplitude: ', var
- endif
- if(isout.eq.1) fout="ar.dat"
- call outfile(fout,iunit,iverb)
- n=-ntrans
- 2 n=n+1
- nn=mod(n+ntrans,np)+1
- xx=rgauss(0.0,var)
- do 40 j=1,np
- 40 xx=xx+a(j)*x(nn-j)
- x(nn)=xx
- x(nn-np)=xx
- if(n.lt.1) goto 2
- write(iunit,*) xx
- if(nmax.eq.0.or.n.lt.nmax) goto 2
- stop
-
- 999 write(istderr(),'(a)') "wrong input format! try:"
- write(istderr(),'(a)') "(rms of increments)"
- write(istderr(),'(a)') "a(1)"
- write(istderr(),'(a)') "a(2)"
- write(istderr(),'(a)') "..."
- end
-
- subroutine usage()
-c usage message
-
- call whatineed(
- . "-l# [-p# -I# -o outfile -x# -V# -h] file")
- call popt("l","number of iterations (l=0: infinite)")
- call popt("p","order of AR-model (default determined from input)")
- call popt("I","seed for random numbers")
- call popt("x","number of transients discarded (10000)")
- call pout("ar.dat")
- call pall()
- stop
- end
-