+++ /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 lazy.f
-c simple nonlinear noise reduction
-c see H. Kantz, T. Schreiber, Nonlinear Time Series Analysis, Cambridge
-c University Press (1997,2004)
-c author T. Schreiber (1998)
-c===========================================================================
- parameter(nx=1000000)
- dimension x(nx), x0(nx), xc(nx)
- character*72 file, fout
- data eps/0./, frac/0./, imax/1/
- data iverb/1/
-
- call whatido("simple nonlinear noise reduction",iverb)
- m=imust("m")
- eps=fcan("r",eps)
- frac=fcan("v",frac)
- imax=ican("i",imax)
- nmax=ican("l",nx)
- nexcl=ican("x",0)
- jcol=ican("c",0)
- isout=igetout(fout,iverb)
- if(eps.eq.0.and.frac.eq.0.) call usage()
-
- call nthstring(1,file)
- call readfile(nmax,x,nexcl,jcol,file,iverb)
- if(file.eq."-") file="stdin"
- if(isout.eq.1) call addsuff(fout,file,"_l")
- call rms(nmax,x,sc,sd)
- if(frac.gt.0) eps=sd*frac
- do 10 n=1,nmax
- 10 x0(n)=x(n)
- do 20 it=1,imax
- call nrlazy(nmax,x,xc,m,eps)
- if(fout.ne." ".or.isout.eq.1.or.it.eq.imax) then
- if(isout.eq.1) call suffix(fout,"c")
- call outfile(fout,iunit,iverb)
- do 30 n=1,nmax
- 30 write(iunit,*) xc(n), x0(n)-xc(n)
- if(iunit.ne.istdout()) close(iunit)
- if(iv_io(iverb).eq.1) call writereport(nmax,fout)
- endif
- eps=0
- do 40 n=1,nmax
- eps=eps+(xc(n)-x(n))**2
- 40 x(n)=xc(n)
- eps=sqrt(eps/nmax)
- if(eps.eq.0.) then
- if(iv_io(iverb).eq.1) write(istderr(),*)
- . 'Zero correction, finished'
- stop
- endif
- 20 if(iv_io(iverb).eq.1) write(istderr(),*)
- . 'New diameter of neighbourhoods is ', eps
- end
-
- subroutine usage()
-c usage message
-
- call whatineed(
- . "-m# [-r# | -v#] [-i# -o outfile -l# -x# -c# -V# -h] file")
- call ptext("either -r or -v must be present")
- call popt("m","embedding dimension")
- call popt("r","absolut radius of neighbourhoods")
- call popt("v","same as fraction of standard deviation")
- call popt("i","number of iterations (1)")
- call popt("l","number of values to be read (all)")
- call popt("x","number of values to be skipped (0)")
- call popt("c","column to be read (1 or file,#)")
- call pout("file_lc, file_lcc (etc.)")
- call pall()
- stop
- end
-
- subroutine nrlazy(nmax,y,yc,m,eps)
- parameter(im=100,ii=100000000,nx=1000000)
- dimension y(nmax),yc(nmax),jh(0:im*im),jpntr(nx),nlist(nx)
-
- if(nmax.gt.nx) stop "nrlazy: make nx larger."
- call base(nmax,y,1,m,jh,jpntr,eps)
- do 10 n=1,nmax
- 10 yc(n)=y(n)
- do 20 n=m,nmax
- call neigh(nmax,y,y,n,nmax,1,m,jh,jpntr,eps,nlist,nfound)
- av=0
- do 30 nn=1,nfound
- 30 av=av+y(nlist(nn)-(m-1)/2) ! average middle coordinate
- 20 yc(n-(m-1)/2)=av/nfound
- end
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