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[Octave-cvsupdate] SF.net SVN: octave:[10080] trunk/octave-forge/main/system-identification/ devel
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From: <jpi...@us...> - 2012-03-28 13:32:52
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Revision: 10080
http://octave.svn.sourceforge.net/octave/?rev=10080&view=rev
Author: jpicarbajal
Date: 2012-03-28 13:32:37 +0000 (Wed, 28 Mar 2012)
Log Message:
-----------
system-identitifaction: Adding devel TISEAN files
Added Paths:
-----------
trunk/octave-forge/main/system-identification/devel/tisean/
trunk/octave-forge/main/system-identification/devel/tisean/source_c/
trunk/octave-forge/main/system-identification/devel/tisean/source_c/Makefile.in
trunk/octave-forge/main/system-identification/devel/tisean/source_c/ar-model.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/arima-model.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/av-d2.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/boxcount.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/corr.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/d2.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/delay.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/extrema.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/false_nearest.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/fsle.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/ghkss.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/histogram.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lfo-ar.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lfo-run.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lfo-test.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/low121.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lyap_k.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lyap_r.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lyap_spec.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lzo-gm.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lzo-run.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/lzo-test.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/makenoise.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/mem_spec.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/mutual.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/new.tgz
trunk/octave-forge/main/system-identification/devel/tisean/source_c/nrlazy.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/nstat_z.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/pca.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/poincare.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/polyback.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/polynom.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/polynomp.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/polypar.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/rbf.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/recurr.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/resample.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/rescale.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/Makefile.in
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/arima.tgz
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/check_alloc.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/check_option.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/diffc.log
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/diffh.log
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/eigen.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/exclude_interval.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/find_multi_neighbors.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/find_neighbors.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/get_multi_series.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/get_series.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/invert_matrix.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/make_box.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/make_multi_box.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/make_multi_box2.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/make_multi_index.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/myfgets.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/rand.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/rand_arb_dist.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/rescale_data.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/scan_help.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/search_datafile.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/solvele.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/test_outfile.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/tisean_cec.h
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/tsa.h
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/variance.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/routines/what_i_do.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/sav_gol.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/xcor.c
trunk/octave-forge/main/system-identification/devel/tisean/source_c/xzero.c
trunk/octave-forge/main/system-identification/devel/tisean/source_f/
trunk/octave-forge/main/system-identification/devel/tisean/source_f/Makefile.in
trunk/octave-forge/main/system-identification/devel/tisean/source_f/addnoise.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/any_s.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/ar-run.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/arguments.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/autocor.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/c1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/c2d.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/c2g.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/c2naive.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/c2t.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/choose.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/cluster.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/commandline.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/compare.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/d1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/endtoend.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/events.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/gpl.txt
trunk/octave-forge/main/system-identification/devel/tisean/source_f/help.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/henon.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/ikeda.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/intervals.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/istdio_temp.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/lazy.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/lorenz.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/neigh.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/nmore.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/normal.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/notch.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/others/
trunk/octave-forge/main/system-identification/devel/tisean/source_f/pc.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/predict.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/project.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/Makefile.in
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cool/
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cool/exp.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cost/
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cost/auto.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cost/autop.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cost/spikeauto.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cost/spikespec.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/cost/uneven.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/perm/
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/perm/event.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/perm/random.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/randomize/randomize.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/rank.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/readfile.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/rms.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/Makefile.in
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/chkder.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/d1mach.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/dqk15.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/enorm.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/fdjac3.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/fdump.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/i1mach.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/j4save.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/lmpar.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/pythag.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/qrfac.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/qrsolv.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/r1mach.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radb2.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radb3.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radb4.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radb5.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radbg.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radf2.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radf3.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radf4.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radf5.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/radfg.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/rand.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/rfftb1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/rfftf1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/rffti1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/rgauss.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/rs.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/rwupdt.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/snls1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/tql2.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/tqlrat.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/tred1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/tred2.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/xercnt.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/xerhlt.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/xermsg.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/xerprn.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/xersve.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/slatec/xgetua.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/spectrum.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/spikeauto.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/spikespec.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/store_spec.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/stp.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/surrogates.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/timerev.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/tospec.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/totospec.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/upo.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/upoembed.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/verbose.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/wiener1.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/wiener2.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/xc2.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/xreadfile.f
trunk/octave-forge/main/system-identification/devel/tisean/source_f/xrecur.f
Added: trunk/octave-forge/main/system-identification/devel/tisean/source_c/Makefile.in
===================================================================
--- trunk/octave-forge/main/system-identification/devel/tisean/source_c/Makefile.in (rev 0)
+++ trunk/octave-forge/main/system-identification/devel/tisean/source_c/Makefile.in 2012-03-28 13:32:37 UTC (rev 10080)
@@ -0,0 +1,47 @@
+SHELL = /bin/sh
+
+prefix = @prefix@
+exec_prefix = @exec_prefix@
+BINDIR = ${exec_prefix}/@bindir@
+
+CC = @CC@
+CFLAGS = @CFLAGS@
+AR = @AR@
+ARFLAGS = @ARFLAGS@
+INSTALL = @INSTALL@
+
+LOADLIBS = routines/libddtsa.a -lm
+
+# list of executables we want to produce
+ ALL = poincare extrema rescale recurr corr mutual false_nearest \
+ lyap_r lyap_k lyap_spec d2 av-d2 makenoise nrlazy low121 \
+ lzo-test lfo-run lfo-test rbf polynom polyback polynomp polypar \
+ ar-model mem_spec pca ghkss lfo-ar xzero xcor boxcount fsle \
+ resample histogram nstat_z sav_gol delay lzo-gm arima-model \
+ lzo-run
+
+all: $(ALL)
+
+routines/libddtsa.a:
+ (cd routines && $(MAKE))
+
+$(ALL): routines/libddtsa.a *.c
+ -$(CC) $(CFLAGS) $(COPTS) -o $@ $@.c $(LOADLIBS)
+
+install: all
+ -for bin in $(ALL); do $(INSTALL) $$bin $(BINDIR); done
+
+clean:
+ @rm -f *.o *~ #*#
+ @rm -f $(ALL)
+ -(cd routines && $(MAKE) clean)
+
+missing:
+ -@for bin in $(ALL); do \
+ test -z "`$$bin -h 2>&1 | grep Usage`" \
+ && echo $$bin "(Dresden C)" >> ../missing.log; \
+ $$bin -h 2>&1 | cat >> ../install.log; \
+ done; :
+
+uninstall:
+ -@for bin in $(ALL); do rm -f $(BINDIR)/$$bin; done
Added: trunk/octave-forge/main/system-identification/devel/tisean/source_c/ar-model.c
===================================================================
--- trunk/octave-forge/main/system-identification/devel/tisean/source_c/ar-model.c (rev 0)
+++ trunk/octave-forge/main/system-identification/devel/tisean/source_c/ar-model.c 2012-03-28 13:32:37 UTC (rev 10080)
@@ -0,0 +1,395 @@
+/*
+ * 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:
+ Jun 24, 2005: Output average error for multivariate data
+ Nov 25, 2005: Handle model order = 0
+ Jan 31, 2006: Add verbosity 4 to print data+residuals
+ */
+#include <stdio.h>
+#include <stdlib.h>
+#include <string.h>
+#include <limits.h>
+#include <math.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Fits an multivariate AR model to the data and gives\
+ the coefficients\n\tand the residues (or an iterated model)"
+
+unsigned long length=ULONG_MAX,exclude=0;
+unsigned int dim=1,poles=1,ilength;
+unsigned int verbosity=1;
+char *outfile=NULL,*column=NULL,stdo=1,dimset=0,run_model=0;
+char *infile=NULL;
+double **series,*my_average;
+
+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 length of file [default is whole file]\n");
+ fprintf(stderr,"\t-x # of lines to be ignored [default is 0]\n");
+ fprintf(stderr,"\t-m dimension [default is 1]\n");
+ fprintf(stderr,"\t-c columns to read [default is 1,...,dimension]\n");
+ fprintf(stderr,"\t-p #order of AR-Fit [default is 1]\n");
+ fprintf(stderr,"\t-s length of iterated model [default no iteration]\n");
+ fprintf(stderr,"\t-o output file name [default is 'datafile'.ar]\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\t\t"
+ "2='+ print residuals though iterating a model'\n\t\t"
+ "4='+ print original data plus residuals'\n");
+ fprintf(stderr,"\t-h show these options\n\n");
+ exit(0);
+}
+
+void scan_options(int argc,char **argv)
+{
+ char *out;
+
+ if ((out=check_option(argv,argc,'p','u')) != NULL) {
+ sscanf(out,"%u",&poles);
+ if (poles < 1) {
+ fprintf(stderr,"The order should at least be one!\n");
+ exit(127);
+ }
+ }
+ if ((out=check_option(argv,argc,'l','u')) != NULL)
+ sscanf(out,"%lu",&length);
+ if ((out=check_option(argv,argc,'x','u')) != NULL)
+ sscanf(out,"%lu",&exclude);
+ if ((out=check_option(argv,argc,'m','u')) != NULL) {
+ sscanf(out,"%u",&dim);
+ dimset=1;
+ }
+ if ((out=check_option(argv,argc,'c','u')) != NULL)
+ column=out;
+ if ((out=check_option(argv,argc,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(argv,argc,'s','u')) != NULL) {
+ sscanf(out,"%u",&ilength);
+ run_model=1;
+ }
+ if ((out=check_option(argv,argc,'o','o')) != NULL) {
+ stdo=0;
+ if (strlen(out) > 0)
+ outfile=out;
+ }
+}
+
+void set_averages_to_zero(void)
+{
+ double var;
+ long i,j;
+
+ for (i=0;i<dim;i++) {
+ variance(series[i],length,&my_average[i],&var);
+ for (j=0;j<length;j++)
+ series[i][j] -= my_average[i];
+ }
+}
+
+double** build_matrix(double **mat)
+{
+ long n,i1,j1,i2,j2,hi,hj;
+ double norm;
+
+ norm=1./((double)length-(double)poles);
+
+ for (i1=0;i1<dim;i1++)
+ for (i2=0;i2<poles;i2++) {
+ hi=i1*poles+i2;
+ for (j1=0;j1<dim;j1++)
+ for (j2=0;j2<poles;j2++) {
+ hj=j1*poles+j2;
+ mat[hi][hj]=0.0;
+ for (n=poles-1;n<length-1;n++)
+ mat[hi][hj] += series[i1][n-i2]*series[j1][n-j2];
+ mat[hi][hj] *= norm;
+ }
+ }
+
+ return invert_matrix(mat,(unsigned int)(dim*poles));
+}
+
+void build_vector(double *vec,long comp)
+{
+ long i1,i2,hi,n;
+ double norm;
+
+ norm=1./((double)length-(double)poles);
+
+ for (i1=0;i1<poles*dim;i1++)
+ vec[i1]=0.0;
+
+ for (i1=0;i1<dim;i1++)
+ for (i2=0;i2<poles;i2++) {
+ hi=i1*poles+i2;
+ for (n=poles-1;n<length-1;n++)
+ vec[hi] += series[comp][n+1]*series[i1][n-i2];
+ vec[hi] *= norm;
+ }
+}
+
+double* multiply_matrix_vector(double **mat,double *vec)
+{
+ long i,j;
+ double *new_vec;
+
+ check_alloc(new_vec=(double*)malloc(sizeof(double)*poles*dim));
+
+ for (i=0;i<poles*dim;i++) {
+ new_vec[i]=0.0;
+ for (j=0;j<poles*dim;j++)
+ new_vec[i] += mat[i][j]*vec[j];
+ }
+ return new_vec;
+}
+
+double* make_residuals(double **diff,double **coeff)
+{
+ long n,d,i,j;
+ double *resi;
+
+ check_alloc(resi=(double*)malloc(sizeof(double)*dim));
+ for (i=0;i<dim;i++)
+ resi[i]=0.0;
+
+ for (n=poles-1;n<length-1;n++) {
+ for (d=0;d<dim;d++) {
+ diff[d][n+1]=series[d][n+1];
+ for (i=0;i<dim;i++)
+ for (j=0;j<poles;j++)
+ diff[d][n+1] -= coeff[d][i*poles+j]*series[i][n-j];
+ resi[d] += sqr(diff[d][n+1]);
+ }
+ }
+ for (i=0;i<dim;i++)
+ resi[i]=sqrt(resi[i]/((double)length-(double)poles));
+
+ return resi;
+}
+
+void iterate_model(double **coeff,double *sigma,FILE *file)
+{
+ long i,j,i1,i2,n,d;
+ double **iterate,*swap;
+
+ check_alloc(iterate=(double**)malloc(sizeof(double*)*(poles+1)));
+ for (i=0;i<=poles;i++)
+ check_alloc(iterate[i]=(double*)malloc(sizeof(double)*dim));
+ rnd_init(0x44325);
+ for (i=0;i<1000;i++)
+ gaussian(1.0);
+ for (i=0;i<dim;i++)
+ for (j=0;j<poles;j++)
+ iterate[j][i]=gaussian(sigma[i]);
+
+ for (n=0;n<ilength;n++) {
+ for (d=0;d<dim;d++) {
+ iterate[poles][d]=gaussian(sigma[d]);
+ for (i1=0;i1<dim;i1++)
+ for (i2=0;i2<poles;i2++)
+ iterate[poles][d] += coeff[d][i1*poles+i2]*iterate[poles-1-i2][i1];
+ }
+ if (file != NULL) {
+ for (d=0;d<dim;d++)
+ fprintf(file,"%e ",iterate[poles][d]);
+ fprintf(file,"\n");
+ }
+ else {
+ for (d=0;d<dim;d++)
+ printf("%e ",iterate[poles][d]);
+ printf("\n");
+ }
+
+ swap=iterate[0];
+ for (i=0;i<poles;i++)
+ iterate[i]=iterate[i+1];
+ iterate[poles]=swap;
+ }
+
+ for (i=0;i<=poles;i++)
+ free(iterate[i]);
+ free(iterate);
+}
+
+int main(int argc,char **argv)
+{
+ char stdi=0;
+ double *pm;
+ long i,j;
+ FILE *file;
+ double **mat,**inverse,*vec,**coeff,**diff,avpm;
+
+ 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,NULL,verbosity);
+ if (infile == NULL)
+ stdi=1;
+
+ if (outfile == NULL) {
+ if (!stdi) {
+ check_alloc(outfile=(char*)calloc(strlen(infile)+4,(size_t)1));
+ strcpy(outfile,infile);
+ strcat(outfile,".ar");
+ }
+ else {
+ check_alloc(outfile=(char*)calloc((size_t)9,(size_t)1));
+ strcpy(outfile,"stdin.ar");
+ }
+ }
+ if (!stdo)
+ test_outfile(outfile);
+
+ if (column == NULL)
+ series=(double**)get_multi_series(infile,&length,exclude,&dim,"",dimset,
+ verbosity);
+ else
+ series=(double**)get_multi_series(infile,&length,exclude,&dim,column,
+ dimset,verbosity);
+
+ check_alloc(my_average=(double*)malloc(sizeof(double)*dim));
+ set_averages_to_zero();
+
+ if (poles >= length) {
+ fprintf(stderr,"It makes no sense to have more poles than data! Exiting\n");
+ exit(AR_MODEL_TOO_MANY_POLES);
+ }
+
+
+ check_alloc(vec=(double*)malloc(sizeof(double)*poles*dim));
+ check_alloc(mat=(double**)malloc(sizeof(double*)*poles*dim));
+ for (i=0;i<poles*dim;i++)
+ check_alloc(mat[i]=(double*)malloc(sizeof(double)*poles*dim));
+
+ check_alloc(coeff=(double**)malloc(sizeof(double*)*dim));
+ inverse=build_matrix(mat);
+ for (i=0;i<dim;i++) {
+ build_vector(vec,i);
+ coeff[i]=multiply_matrix_vector(inverse,vec);
+ }
+
+ check_alloc(diff=(double**)malloc(sizeof(double*)*dim));
+ for (i=0;i<dim;i++)
+ check_alloc(diff[i]=(double*)malloc(sizeof(double)*length));
+
+ pm=make_residuals(diff,coeff);
+
+ if (stdo) {
+ avpm=pm[0]*pm[0];
+ for (i=1;i<dim;i++)
+ avpm += pm[i]*pm[i];
+ avpm=sqrt(avpm/dim);
+ printf("#average forcast error= %e\n",avpm);
+ printf("#individual forecast errors: ");
+ for (i=0;i<dim;i++)
+ printf("%e ",pm[i]);
+ printf("\n");
+ for (i=0;i<dim*poles;i++) {
+ printf("# ");
+ for (j=0;j<dim;j++)
+ printf("%e ",coeff[j][i]);
+ printf("\n");
+ }
+ if (!run_model || (verbosity&VER_USR1)) {
+ for (i=poles;i<length;i++) {
+ if (run_model)
+ printf("#");
+ for (j=0;j<dim;j++)
+ if (verbosity&VER_USR2)
+ printf("%e %e ",series[j][i]+my_average[j],diff[j][i]);
+ else
+ printf("%e ",diff[j][i]);
+ printf("\n");
+ }
+ }
+ if (run_model && (ilength > 0))
+ iterate_model(coeff,pm,NULL);
+ }
+ else {
+ file=fopen(outfile,"w");
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Opened %s for output\n",outfile);
+ avpm=pm[0]*pm[0];
+ for (i=1;i<dim;i++)
+ avpm += pm[i]*pm[i];
+ avpm=sqrt(avpm/dim);
+ fprintf(file,"#average forcast error= %e\n",avpm);
+ fprintf(file,"#individual forecast errors: ");
+ for (i=0;i<dim;i++)
+ fprintf(file,"%e ",pm[i]);
+ fprintf(file,"\n");
+ for (i=0;i<dim*poles;i++) {
+ fprintf(file,"# ");
+ for (j=0;j<dim;j++)
+ fprintf(file,"%e ",coeff[j][i]);
+ fprintf(file,"\n");
+ }
+ if (!run_model || (verbosity&VER_USR1)) {
+ for (i=poles;i<length;i++) {
+ if (run_model)
+ fprintf(file,"#");
+ for (j=0;j<dim;j++)
+ if (verbosity&VER_USR2)
+ fprintf(file,"%e %e ",series[j][i]+my_average[j],diff[j][i]);
+ else
+ fprintf(file,"%e ",diff[j][i]);
+ fprintf(file,"\n");
+ }
+ }
+ if (run_model && (ilength > 0))
+ iterate_model(coeff,pm,file);
+ fclose(file);
+ }
+
+ if (outfile != NULL)
+ free(outfile);
+ if (infile != NULL)
+ free(infile);
+ free(vec);
+ for (i=0;i<poles*dim;i++) {
+ free(mat[i]);
+ free(inverse[i]);
+ }
+ free(mat);
+ free(inverse);
+ for (i=0;i<dim;i++) {
+ free(coeff[i]);
+ free(diff[i]);
+ }
+ free(coeff);
+ free(diff);
+ free(pm);
+
+ return 0;
+}
Added: trunk/octave-forge/main/system-identification/devel/tisean/source_c/arima-model.c
===================================================================
--- trunk/octave-forge/main/system-identification/devel/tisean/source_c/arima-model.c (rev 0)
+++ trunk/octave-forge/main/system-identification/devel/tisean/source_c/arima-model.c 2012-03-28 13:32:37 UTC (rev 10080)
@@ -0,0 +1,721 @@
+/*
+ * 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: Feb 6, 2006 */
+/*Changes:
+ Feb 4, 2006: First version
+ Feb 6, 2006: Find and remove bugs (1)
+ Feb 11, 2006: Add rand_arb_dist to iterate_***_model
+ */
+#include <stdio.h>
+#include <stdlib.h>
+#include <string.h>
+#include <limits.h>
+#include <math.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Fits an multivariate ARIMA model to the data and gives\
+ the coefficients\n\tand the residues (or an iterated model)"
+
+unsigned long length=ULONG_MAX,exclude=0;
+unsigned int dim=1,poles=10,ilength,ITER=50;
+unsigned int arpoles=0,ipoles=0,mapoles=0,offset;
+unsigned int verbosity=1;
+char *outfile=NULL,*column=NULL,stdo=1,dimset=0,run_model=0,arimaset=0;
+char *infile=NULL;
+double **series,convergence=1.0e-3;
+
+double *my_average;
+unsigned long ardim,armadim;
+unsigned int **aindex;
+
+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 length of file [default is whole file]\n");
+ fprintf(stderr,"\t-x # of lines to be ignored [default is 0]\n");
+ fprintf(stderr,"\t-m dimension [default is 1]\n");
+ fprintf(stderr,"\t-c columns to read [default is 1,...,dimension]\n");
+ fprintf(stderr,"\t-p order of initial AR-Fit [default is %u]\n",poles);
+ fprintf(stderr,"\t-P order of AR,I,MA-Fit [default is %u,%u,%u]\n",
+ arpoles,ipoles,mapoles);
+ fprintf(stderr,"\t-I # of arima iterations [default is %u]\n",ITER);
+ fprintf(stderr,"\t-e accuracy of convergence [default is %lf]\n",convergence);
+ fprintf(stderr,"\t-s length of iterated model [default no iteration]\n");
+ fprintf(stderr,"\t-o output file name [default is 'datafile'.ari]\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\t\t"
+ "2='+ print residuals though iterating a model'\n\t\t"
+ "4='+ print original data plus residuals'\n");
+ fprintf(stderr,"\t-h show these options\n\n");
+ exit(0);
+}
+
+void scan_options(int argc,char **argv)
+{
+ char *out;
+
+ if ((out=check_option(argv,argc,'p','u')) != NULL) {
+ sscanf(out,"%u",&poles);
+ if (poles < 1) {
+ fprintf(stderr,"The order should at least be one!\n");
+ exit(127);
+ }
+ }
+ if ((out=check_option(argv,argc,'l','u')) != NULL)
+ sscanf(out,"%lu",&length);
+ if ((out=check_option(argv,argc,'x','u')) != NULL)
+ sscanf(out,"%lu",&exclude);
+ if ((out=check_option(argv,argc,'m','u')) != NULL) {
+ sscanf(out,"%u",&dim);
+ dimset=1;
+ }
+ if ((out=check_option(argv,argc,'P','3')) != NULL) {
+ sscanf(out,"%u,%u,%u",&arpoles,&ipoles,&mapoles);
+ if ((arpoles+ipoles+mapoles)>0)
+ arimaset=1;
+ }
+ if ((out=check_option(argv,argc,'I','u')) != NULL)
+ sscanf(out,"%u",&ITER);
+ if ((out=check_option(argv,argc,'e','f')) != NULL)
+ sscanf(out,"%lf",&convergence);
+ if ((out=check_option(argv,argc,'c','u')) != NULL)
+ column=out;
+ if ((out=check_option(argv,argc,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(argv,argc,'s','u')) != NULL) {
+ sscanf(out,"%u",&ilength);
+ run_model=1;
+ }
+ if ((out=check_option(argv,argc,'o','o')) != NULL) {
+ stdo=0;
+ if (strlen(out) > 0)
+ outfile=out;
+ }
+}
+
+void make_difference(void)
+{
+ unsigned long i,d;
+
+ for (i=length-1;i>0;i--)
+ for (d=0;d<dim;d++)
+ series[d][i]=series[d][i]-series[d][i-1];
+}
+
+unsigned int** make_ar_index(void)
+{
+ unsigned int** ar_index;
+ unsigned long i;
+
+ check_alloc(ar_index=(unsigned int**)malloc(sizeof(unsigned int*)*2));
+ for (i=0;i<2;i++)
+ check_alloc(ar_index[i]=(unsigned int*)
+ malloc(sizeof(unsigned int)*ardim));
+ for (i=0;i<ardim;i++) {
+ ar_index[0][i]=i/poles;
+ ar_index[1][i]=i%poles;
+ }
+ return ar_index;
+}
+
+unsigned int** make_arima_index(unsigned int ars,unsigned int mas)
+{
+ unsigned int** arima_index;
+ unsigned int armad;
+ unsigned long i,i0;
+
+ armad=(ars+mas)*dim;
+ check_alloc(arima_index=(unsigned int**)malloc(sizeof(unsigned int*)*2));
+ for (i=0;i<2;i++)
+ check_alloc(arima_index[i]=(unsigned int*)
+ malloc(sizeof(unsigned int)*armad));
+ for (i=0;i<ars*dim;i++) {
+ arima_index[0][i]=i/ars;
+ arima_index[1][i]=i%ars;
+ }
+ i0=ars*dim;
+ for (i=0;i<mas*dim;i++) {
+ arima_index[0][i+i0]=dim+i/mas;
+ arima_index[1][i+i0]=i%mas;
+ }
+
+ return arima_index;
+}
+
+void set_averages_to_zero(void)
+{
+ double var;
+ long i,j;
+
+ for (i=0;i<dim;i++) {
+ variance(series[i],length,&my_average[i],&var);
+ for (j=0;j<length;j++)
+ series[i][j] -= my_average[i];
+ }
+}
+
+double** build_matrix(double **mat,unsigned int size)
+{
+ long n,i,j,is,id,js,jd;
+ double norm;
+
+ norm=1./((double)length-1.0-(double)poles-(double)offset);
+
+ for (i=0;i<size;i++) {
+ id=aindex[0][i];
+ is=aindex[1][i];
+ for (j=i;j<size;j++) {
+ jd=aindex[0][j];
+ js=aindex[1][j];
+ mat[i][j]=0.0;
+ for (n=offset+poles-1;n<length-1;n++)
+ mat[i][j] += series[id][n-is]*series[jd][n-js];
+ mat[i][j] *= norm;
+ mat[j][i]=mat[i][j];
+ }
+ }
+
+ return invert_matrix(mat,size);
+}
+
+void build_vector(double *vec,unsigned int size,long comp)
+{
+ long i,is,id,n;
+ double norm;
+
+ norm=1./((double)length-1.0-(double)poles-(double)offset);
+
+ for (i=0;i<size;i++) {
+ id=aindex[0][i];
+ is=aindex[1][i];
+ vec[i]=0.0;
+ for (n=offset+poles-1;n<length-1;n++)
+ vec[i] += series[comp][n+1]*series[id][n-is];
+ vec[i] *= norm;
+ }
+}
+
+double* multiply_matrix_vector(double **mat,double *vec,unsigned int size)
+{
+ long i,j;
+ double *new_vec;
+
+ check_alloc(new_vec=(double*)malloc(sizeof(double)*size));
+
+ for (i=0;i<size;i++) {
+ new_vec[i]=0.0;
+ for (j=0;j<size;j++)
+ new_vec[i] += mat[i][j]*vec[j];
+ }
+
+ return new_vec;
+}
+
+double* make_residuals(double **diff,double **coeff,unsigned int size)
+{
+ long n,n1,d,i,is,id;
+ double *resi;
+
+ check_alloc(resi=(double*)malloc(sizeof(double)*dim));
+ for (i=0;i<dim;i++)
+ resi[i]=0.0;
+
+ for (n=poles-1;n<length-1;n++) {
+ n1=n+1;
+ for (d=0;d<dim;d++) {
+ diff[d][n1]=series[d][n1];
+ for (i=0;i<size;i++) {
+ id=aindex[0][i];
+ is=aindex[1][i];
+ diff[d][n1] -= coeff[d][i]*series[id][n-is];
+ }
+ resi[d] += sqr(diff[d][n1]);
+ }
+ }
+
+ for (i=0;i<dim;i++)
+ resi[i]=sqrt(resi[i]/((double)length-(double)poles));
+
+ return resi;
+}
+
+void iterate_model(double **coeff,double *sigma,double **diff,FILE *file)
+{
+ long i,j,i1,i2,n,d;
+ double **iterate,*swap,**myrand;
+
+ check_alloc(iterate=(double**)malloc(sizeof(double*)*(poles+1)));
+ for (i=0;i<=poles;i++)
+ check_alloc(iterate[i]=(double*)malloc(sizeof(double)*dim));
+
+ check_alloc(myrand=(double**)malloc(sizeof(double*)*dim));
+ for (i=0;i<dim;i++)
+ myrand[i]=rand_arb_dist(diff[i],length,ilength+poles,100,0x44325);
+
+ rnd_init(0x44325);
+ for (i=0;i<1000;i++)
+ rnd_long();
+ for (i=0;i<dim;i++)
+ for (j=0;j<poles;j++)
+ iterate[j][i]=myrand[i][j];
+
+ for (n=0;n<ilength;n++) {
+ for (d=0;d<dim;d++) {
+ iterate[poles][d]=myrand[d][n+poles];
+ for (i1=0;i1<dim;i1++)
+ for (i2=0;i2<poles;i2++)
+ iterate[poles][d] += coeff[d][i1*poles+i2]*iterate[poles-1-i2][i1];
+ }
+ if (file != NULL) {
+ for (d=0;d<dim;d++)
+ fprintf(file,"%e ",iterate[poles][d]);
+ fprintf(file,"\n");
+ }
+ else {
+ for (d=0;d<dim;d++)
+ printf("%e ",iterate[poles][d]);
+ printf("\n");
+ }
+
+ swap=iterate[0];
+ for (i=0;i<poles;i++)
+ iterate[i]=iterate[i+1];
+ iterate[poles]=swap;
+ }
+
+ for (i=0;i<=poles;i++)
+ free(iterate[i]);
+ free(iterate);
+
+ for (i=0;i<dim;i++)
+ free(myrand[i]);
+ free(myrand);
+}
+
+void iterate_arima_model(double **coeff,double *sigma,double **diff,FILE *file)
+{
+ double **iterate,*swap,**myrand;
+ unsigned long i,j,n,is,id;
+
+ check_alloc(iterate=(double**)malloc(sizeof(double*)*(poles+1)));
+ for (i=0;i<=poles;i++)
+ check_alloc(iterate[i]=(double*)malloc(sizeof(double)*2*dim));
+
+ check_alloc(myrand=(double**)malloc(sizeof(double*)*dim));
+ for (i=0;i<dim;i++)
+ myrand[i]=rand_arb_dist(diff[i],length,ilength+poles,100,0x44325);
+
+ rnd_init(0x44325);
+ for (i=0;i<1000;i++)
+ rnd_long();
+ for (i=0;i<dim;i++)
+ for (j=0;j<poles;j++)
+ iterate[j][i]=iterate[j][dim+i]=myrand[i][j];
+
+ for (n=0;n<ilength;n++) {
+ for (i=0;i<dim;i++)
+ iterate[poles][i]=iterate[poles][i+dim]=myrand[i][n+poles];
+
+ for (j=0;j<dim;j++) {
+ for (i=0;i<armadim;i++) {
+ id=aindex[0][i];
+ is=aindex[1][i];
+ iterate[poles][j] += coeff[j][i]*iterate[poles-1-is][id];
+ }
+ }
+
+ if (file != NULL) {
+ for (i=0;i<dim;i++)
+ fprintf(file,"%e ",iterate[poles][i]);
+ fprintf(file,"\n");
+ }
+ else {
+ for (i=0;i<dim;i++)
+ printf("%e ",iterate[poles][i]);
+ printf("\n");
+ }
+
+ swap=iterate[0];
+ for (i=0;i<poles;i++)
+ iterate[i]=iterate[i+1];
+ iterate[poles]=swap;
+ }
+
+ for (i=0;i<=poles;i++)
+ free(iterate[i]);
+ free(iterate);
+ for (i=0;i<dim;i++)
+ free(myrand[i]);
+ free(myrand);
+}
+
+int main(int argc,char **argv)
+{
+ char stdi=0;
+ double *pm;
+ long i,j,iter,hj,realiter=0;
+ unsigned int size,is,id;
+ FILE *file;
+ double **mat,**inverse,*vec,**coeff,**diff,**hseries;
+ double **oldcoeff,*diffcoeff=NULL;
+ double hdiff,**xdiff=NULL,avpm;
+ double loglikelihood,aic,alldiff;
+
+ 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,NULL,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,".ari");
+ }
+ else {
+ check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
+ strcpy(outfile,"stdin.ari");
+ }
+ }
+ if (!stdo)
+ test_outfile(outfile);
+
+ if (column == NULL)
+ series=(double**)get_multi_series(infile,&length,exclude,&dim,"",dimset,
+ verbosity);
+ else
+ series=(double**)get_multi_series(infile,&length,exclude,&dim,column,
+ dimset,verbosity);
+
+ check_alloc(my_average=(double*)malloc(sizeof(double)*dim));
+
+ for (i=0;i<ipoles;i++)
+ make_difference();
+
+ for (i=0;i<dim;i++)
+ series[i] += ipoles;
+ length -= ipoles;
+
+ set_averages_to_zero();
+
+ if (poles >= length) {
+ fprintf(stderr,"It makes no sense to have more poles than data! Exiting\n");
+ exit(AR_MODEL_TOO_MANY_POLES);
+ }
+ if (arimaset) {
+ if ((arpoles >= length) || (mapoles >= length)) {
+ fprintf(stderr,"It makes no sense to have more poles than data! Exiting\n");
+ exit(AR_MODEL_TOO_MANY_POLES);
+ }
+ }
+
+ ardim=poles*dim;
+ aindex=make_ar_index();
+
+ check_alloc(vec=(double*)malloc(sizeof(double)*ardim));
+ check_alloc(mat=(double**)malloc(sizeof(double*)*ardim));
+ for (i=0;i<ardim;i++)
+ check_alloc(mat[i]=(double*)malloc(sizeof(double)*ardim));
+
+ check_alloc(coeff=(double**)malloc(sizeof(double*)*dim));
+ inverse=build_matrix(mat,ardim);
+ for (i=0;i<dim;i++) {
+ build_vector(vec,ardim,i);
+ coeff[i]=multiply_matrix_vector(inverse,vec,ardim);
+ }
+
+ check_alloc(diff=(double**)malloc(sizeof(double*)*dim));
+ for (i=0;i<dim;i++)
+ check_alloc(diff[i]=(double*)malloc(sizeof(double)*length));
+
+ pm=make_residuals(diff,coeff,ardim);
+
+ free(vec);
+ for (i=0;i<ardim;i++) {
+ free(mat[i]);
+ free(inverse[i]);
+ }
+ free(mat);
+ free(inverse);
+ size=ardim;
+
+ if (arimaset) {
+ offset=poles;
+ for (i=0;i<2;i++)
+ free(aindex[i]);
+ free(aindex);
+
+ for (i=0;i<dim;i++)
+ free(coeff[i]);
+ free(coeff);
+ check_alloc(xdiff=(double**)malloc(sizeof(double*)*ITER));
+ for (i=0;i<ITER;i++)
+ check_alloc(xdiff[i]=(double*)malloc(sizeof(double)*dim));
+
+ armadim=(arpoles+mapoles)*dim;
+ aindex=make_arima_index(arpoles,mapoles);
+ size=armadim;
+
+ check_alloc(hseries=(double**)malloc(sizeof(double*)*2*dim));
+ for (i=0;i<dim;i++) {
+ check_alloc(hseries[i]=(double*)malloc(sizeof(double)*length));
+ check_alloc(hseries[i+dim]=(double*)malloc(sizeof(double)*length));
+ for (j=0;j<length;j++) {
+ hseries[i][j]=series[i][j];
+ hseries[i+dim][j]=diff[i][j];
+ }
+ }
+
+ for (i=0;i<dim;i++)
+ free(series[i]-ipoles);
+ free(series);
+
+ series=hseries;
+
+ check_alloc(oldcoeff=(double**)malloc(sizeof(double*)*dim));
+ for (i=0;i<dim;i++) {
+ check_alloc(oldcoeff[i]=(double*)malloc(sizeof(double)*armadim));
+ for (j=0;j<armadim;j++)
+ oldcoeff[i][j]=0.0;
+ }
+ check_alloc(diffcoeff=(double*)malloc(sizeof(double)*ITER));
+
+ for (iter=1;iter<=ITER;iter++) {
+ check_alloc(vec=(double*)malloc(sizeof(double)*armadim));
+ check_alloc(mat=(double**)malloc(sizeof(double*)*armadim));
+ for (i=0;i<armadim;i++)
+ check_alloc(mat[i]=(double*)malloc(sizeof(double)*armadim));
+
+ check_alloc(coeff=(double**)malloc(sizeof(double*)*dim));
+
+ poles=(arpoles > mapoles)? arpoles:mapoles;
+
+ offset += poles;
+ inverse=build_matrix(mat,armadim);
+
+ for (i=0;i<dim;i++) {
+ build_vector(vec,armadim,i);
+ coeff[i]=multiply_matrix_vector(inverse,vec,armadim);
+ }
+
+ pm=make_residuals(diff,coeff,armadim);
+
+ for (j=0;j<dim;j++) {
+ hdiff=0.0;
+ hj=j+dim;
+ for (i=offset;i<length;i++)
+ hdiff += sqr(series[hj][i]-diff[j][i]);
+ for (i=0;i<length;i++) {
+ series[hj][i]=diff[j][i];
+ }
+ xdiff[iter-1][j]=sqrt(hdiff/(double)(length-offset));
+ }
+
+ free(vec);
+ for (i=0;i<armadim;i++) {
+ free(mat[i]);
+ free(inverse[i]);
+ }
+ free(mat);
+ free(inverse);
+
+ diffcoeff[iter-1]=0.0;
+ for (i=0;i<dim;i++)
+ for (j=0;j<dim;j++) {
+ diffcoeff[iter-1] += sqr(coeff[i][j]-oldcoeff[i][j]);
+ oldcoeff[i][j]=coeff[i][j];
+ }
+ diffcoeff[iter-1]=sqrt(diffcoeff[iter-1]/(double)armadim);
+ alldiff=xdiff[iter-1][0];
+ for (i=1;i<dim;i++)
+ if (xdiff[iter-1][i] > alldiff)
+ alldiff=xdiff[iter-1][i];
+ realiter=iter;
+ if (alldiff < convergence)
+ iter=ITER;
+
+ if (iter < ITER) {
+ for (i=0;i<dim;i++)
+ free(coeff[i]);
+ free(coeff);
+ }
+ }
+ }
+
+ if (stdo) {
+ if (arimaset) {
+ printf("#convergence of residuals in arima fit\n");
+ for (i=0;i<realiter;i++) {
+ printf("#iteration %ld ",i+1);
+ for (j=0;j<dim;j++)
+ printf("%e ",xdiff[i][j]);
+ printf("%e",diffcoeff[i]);
+ printf("\n");
+ }
+ }
+ avpm=pm[0]*pm[0];
+ loglikelihood= -log(pm[0]);
+ for (i=1;i<dim;i++) {
+ avpm += pm[i]*pm[i];
+ loglikelihood -= log(pm[i]);
+ }
+ loglikelihood *= ((double)length);
+ loglikelihood += -((double)length)*
+ ((1.0+log(2.*M_PI))*dim)/2.0;
+ avpm=sqrt(avpm/dim);
+ printf("#average forcast error= %e\n",avpm);
+ printf("#individual forecast errors: ");
+ for (i=0;i<dim;i++)
+ printf("%e ",pm[i]);
+ printf("\n");
+ if (arimaset)
+ aic=2.0*(arpoles+mapoles)-2.0*loglikelihood;
+ else
+ aic=2.0*poles-2.0*loglikelihood;
+ printf("#Log-Likelihood= %e\t AIC= %e\n",loglikelihood,aic);
+ for (i=0;i<size;i++) {
+ id=aindex[0][i];
+ is=aindex[1][i];
+ if (id < dim)
+ printf("#x_%u(n-%u) ",id+1,is);
+ else
+ printf("#e_%u(n-%u) ",id+1-dim,is);
+ for (j=0;j<dim;j++)
+ printf("%e ",coeff[j][i]);
+ printf("\n");
+ }
+ if (!run_model || (verbosity&VER_USR1)) {
+ for (i=poles;i<length;i++) {
+ if (run_model)
+ printf("#");
+ for (j=0;j<dim;j++)
+ if (verbosity&VER_USR2)
+ printf("%e %e ",series[j][i]+my_average[j],diff[j][i]);
+ else
+ printf("%e ",diff[j][i]);
+ printf("\n");
+ }
+ }
+ if (run_model && (ilength > 0)) {
+ if (!arimaset)
+ iterate_model(coeff,pm,diff,NULL);
+ else
+ iterate_arima_model(coeff,pm,diff,NULL);
+ }
+ }
+ else {
+ file=fopen(outfile,"w");
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Opened %s for output\n",outfile);
+ if (arimaset) {
+ fprintf(file,"#convergence of residuals in arima fit\n");
+ for (i=0;i<realiter;i++) {
+ fprintf(file,"#iteration %ld ",i+1);
+ for (j=0;j<dim;j++)
+ fprintf(file,"%e ",xdiff[i][j]);
+ fprintf(file,"%e",diffcoeff[i]);
+ fprintf(file,"\n");
+ }
+ }
+ avpm=pm[0]*pm[0];
+ loglikelihood= -log(pm[0]);
+ for (i=1;i<dim;i++) {
+ avpm += pm[i]*pm[i];
+ loglikelihood -= log(pm[i]);
+ }
+ loglikelihood *= ((double)length);
+ loglikelihood += -((double)length)*
+ ((1.0+log(2.*M_PI))*dim)/2.0;
+ avpm=sqrt(avpm/dim);
+ fprintf(file,"#average forcast error= %e\n",avpm);
+ fprintf(file,"#individual forecast errors: ");
+ for (i=0;i<dim;i++)
+ fprintf(file,"%e ",pm[i]);
+ fprintf(file,"\n");
+ if (arimaset)
+ aic=2.0*(arpoles+mapoles)-2.0*loglikelihood;
+ else
+ aic=2.0*poles-2.0*loglikelihood;
+ fprintf(file,"#Log-Likelihood= %e\t AIC= %e\n",loglikelihood,aic);
+ for (i=0;i<size;i++) {
+ id=aindex[0][i];
+ is=aindex[1][i];
+ if (id < dim)
+ fprintf(file,"#x_%u(n-%u) ",id+1,is);
+ else
+ fprintf(file,"#e_%u(n-%u) ",id+1-dim,is);
+ for (j=0;j<dim;j++)
+ fprintf(file,"%e ",coeff[j][i]);
+ fprintf(file,"\n");
+ }
+ if (!run_model || (verbosity&VER_USR1)) {
+ for (i=poles;i<length;i++) {
+ if (run_model)
+ fprintf(file,"#");
+ for (j=0;j<dim;j++)
+ if (verbosity&VER_USR2)
+ fprintf(file,"%e %e ",series[j][i]+my_average[j],diff[j][i]);
+ else
+ fprintf(file,"%e ",diff[j][i]);
+ fprintf(file,"\n");
+ }
+ }
+ if (run_model && (ilength > 0)) {
+ if (!arimaset)
+ iterate_model(coeff,pm,diff,file);
+ else
+ iterate_arima_model(coeff,pm,diff,file);
+ }
+ fclose(file);
+ }
+ if (outfile != NULL)
+ free(outfile);
+ if (infile != NULL)
+ free(infile);
+ for (i=0;i<dim;i++) {
+ free(coeff[i]);
+ free(diff[i]);
+ free(series[i]);
+ if (arimaset)
+ free(series[i+dim]);
+ }
+ free(coeff);
+ free(diff);
+ free(series);
+
+ free(pm);
+
+ return 0;
+}
Added: trunk/octave-forge/main/system-identification/devel/tisean/source_c/av-d2.c
===================================================================
--- trunk/octave-forge/main/system-identification/devel/tisean/source_c/av-d2.c (rev 0)
+++ trunk/octave-forge/main/system-identification/devel/tisean/source_c/av-d2.c 2012-03-28 13:32:37 UTC (rev 10080)
@@ -0,0 +1,188 @@
+/*
+ * 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 3, 1999 */
+#include <stdio.h>
+#include <stdlib.h>
+#include <string.h>
+#include <math.h>
+#include <limits.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Smoothes the output of the d2 program"
+
+#define MAXLENGTH 1000
+
+unsigned int maxdim=UINT_MAX,mindim=1;
+unsigned int verbosity=0xff;
+int aver=1;
+char rescaled=0;
+char stout=1;
+char *outfile=NULL;
+char *infile=NULL;
+
+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.\nStdin does NOT work.\n");
+ fprintf(stderr,"\t-m dimension to start with [Default: 1]\n");
+ fprintf(stderr,"\t-M dimension to end with [Default: whole file]\n");
+ fprintf(stderr,"\t-a n average over (2n+1) values [Default: 1]\n");
+ fprintf(stderr,"\t-E use rescaled data for the length scales\n\t\t"
+ "[Default: use units of data]\n");
+ fprintf(stderr,"\t-o name of output file [Default: stdout,\n\t\t"
+ "-o without value means 'datafile'.av]\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,'m','u')) != NULL)
+ sscanf(out,"%u",&mindim);
+ if ((out=check_option(in,n,'M','u')) != NULL)
+ sscanf(out,"%u",&maxdim);
+ if ((out=check_option(in,n,'a','u')) != NULL)
+ sscanf(out,"%u",&aver);
+ if ((out=check_option(in,n,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(in,n,'E','n')) != NULL)
+ rescaled=1;
+ if ((out=check_option(in,n,'o','o')) != NULL) {
+ stout=0;
+ if (strlen(out) > 0)
+ outfile=out;
+ }
+}
+
+int main(int argc,char **argv)
+{
+ char instr[1024];
+ char *form1="%lf%lf",*form2="%*lf%lf%lf";
+ char empty=0;
+ unsigned int howmany,size=1;
+ int j,k;
+ long dim;
+ double *eps,*y;
+ double avy,aveps,norm;
+ FILE *file,*fout=NULL;
+
+ if ((argc < 2) || 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) {
+ fprintf(stderr,"You have to give a datafile. Exiting!\n");
+ exit(127);
+ }
+ if (outfile == NULL) {
+ check_alloc(outfile=(char*)calloc(strlen(infile)+4,(size_t)1));
+ sprintf(outfile,"%s.av",infile);
+ }
+
+ check_alloc(eps=(double*)malloc(sizeof(double)*MAXLENGTH));
+ check_alloc(y=(double*)malloc(sizeof(double)*MAXLENGTH));
+
+ file=fopen(infile,"r");
+
+ if (!stout) {
+ test_outfile(outfile);
+ fout=fopen(outfile,"w");
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Opened %s for writing\n",outfile);
+ }
+ else {
+ if (verbosity&VER_INPUT)
+ fprintf(stderr,"Writing to stdout\n");
+ }
+
+ if (mindim > maxdim)
+ mindim=maxdim;
+ norm=2.0*aver+1.0;
+
+ while (fgets(instr,1024,file) != NULL) {
+ if (strlen(instr) != 1) {
+ if (instr[0] == '#') {
+ if (strstr(instr,"m= ") != NULL) {
+ sscanf(instr,"%*s %ld",&dim);
+ if ((dim >= mindim) && (dim <= maxdim)) {
+ howmany=0;
+ empty=0;
+ do {
+ if (fgets(instr,1024,file) == NULL)
+ exit(127);
+ if (strlen(instr) == 1)
+ empty=1;
+ if (!empty && (instr[0] != '#')) {
+ if (!rescaled)
+ sscanf(instr,form1,&eps[howmany],&y[howmany]);
+ else
+ sscanf(instr,form2,&y[howmany],&eps[howmany]);
+ howmany++;
+ if (!(howmany%MAXLENGTH)) {
+ check_alloc(realloc(eps,size*MAXLENGTH*sizeof(double)));
+ check_alloc(realloc(y,size*MAXLENGTH*sizeof(double)));
+ size++;
+ }
+ }
+ } while (!empty);
+ for (k=aver;k<howmany-aver;k++) {
+ avy=aveps=0.0;
+ for (j= -aver;j<=aver;j++) {
+ avy += y[k+j];
+ aveps += eps[k+j];
+ }
+ if (!stout)
+ fprintf(fout,"%e %e\n",aveps/norm,avy/norm);
+ else
+ fprintf(stdout,"%e %e\n",aveps/norm,avy/norm);
+ }
+ if (!stout)
+ fprintf(fout,"\n");
+ else
+ fprintf(stdout,"\n");
+ }
+ }
+ }
+ }
+ }
+
+ if (outfile != NULL)
+ free(outfile);
+ if (infile != NULL)
+ free(infile);
+ free(eps);
+ free(y);
+
+ return 0;
+}
Added: trunk/octave-forge/main/system-identification/devel/tisean/source_c/boxcount.c
===================================================================
--- trunk/octave-forge/main/system-identification/devel/tisean/source_c/boxcount.c (rev 0)
+++ trunk/octave-forge/main/system-identification/devel/tisean/source_c/boxcount.c 2012-03-28 13:32:37 UTC (rev 10080)
@@ -0,0 +1,369 @@
+/*
+ * 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: Feb 22, 2006 */
+/* Changes:
+ 02/22/06: Remove this strange else in start_box that
+ did not compile anyways
+*/
+
+#include <stdio.h>
+#include <stdlib.h>
+#include <math.h>
+#include <string.h>
+#include <limits.h>
+#include "routines/tsa.h"
+
+#define WID_STR "Estimates the Renyi entropy of Qth order\n\t\
+using a partition instead of a covering."
+
+typedef struct {
+ double *hist;
+ void *ptr;
+} hliste;
+
+unsigned long LENGTH=ULONG_MAX,exclude=0;
+unsigned int maxembed=10,dimension=1,DELAY=1,EPSCOUNT=20;
+unsigned int verbosity=0xff;
+double Q=2.0,EPSMIN=1.e-3,EPSMAX=1.0;
+char dimset=0,epsminset=0,epsmaxset=0;
+char *outfile=NULL;
+char *column=NULL;
+
+int epsi;
+unsigned long length;
+double EPSFAKTOR;
+unsigned int **which_dims;
+double *histo;
+double **series;
+
+void show_options(char *progname)
+{
+ what_i_do(progname,WID_STR);
+ fprintf(stderr,"Usage: %s [Options]\n",progname);
+ fprintf(stderr,"Options:\n");
+ fprintf(stderr,"\t-l # of datapoints [Default: whole file]\n");
+ fprintf(stderr,"\t-x # of lines to ignore [Default: %lu]\n",exclude);
+ fprintf(stderr,"\t-M # of columns,maximal embedding dimension "
+ "[Default: %u,%u]\n",dimension,maxembed);
+ fprintf(stderr,"\t-c columns to read [Default: 1,...,#of compon.]\n");
+ fprintf(stderr,"\t-d delay [Default: %u]\n",DELAY);
+ fprintf(stderr,"\t-Q order of the Renyi entropy [Default: %.1f]\n",Q);
+ fprintf(stderr,"\t-r minimal epsilon [Default: (data interval)/1000]\n");
+ fprintf(stderr,"\t-R maximal epsilon [Default: data interval]\n");
+ fprintf(stderr,"\t-# # of epsilons to use [Default: %u]\n",EPSCOUNT);
+ fprintf(stderr,"\t-o output file name [Default: 'datafile'.box]\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\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,'c','s')) != NULL)
+ column=out;
+ if ((out=check_option(in,n,'x','u')) != NULL)
+ sscanf(out,"%lu",&exclude);
+ if ((out=check_option(in,n,'M','2')) != NULL) {
+ sscanf(out,"%u,%u",&dimension,&maxembed);
+ dimset=1;
+ }
+ if ((out=check_option(in,n,'d','u')) != NULL)
+ sscanf(out,"%u",&DELAY);
+ if ((out=check_option(in,n,'Q','f')) != NULL)
+ sscanf(out,"%lf",&Q);
+ if ((out=check_option(in,n,'r','f')) != NULL) {
+ sscanf(out,"%lf",&EPSMIN);
+ epsminset=1;
+ }
+ if ((out=check_option(in,n,'R','f')) != NULL) {
+ sscanf(out,"%lf",&EPSMAX);
+ epsmaxset=1;
+ }
+ if ((out=check_option(in,n,'#','u')) != NULL)
+ sscanf(out,"%u",&EPSCOUNT);
+ if ((out=check_option(in,n,'V','u')) != NULL)
+ sscanf(out,"%u",&verbosity);
+ if ((out=check_option(in,n,'o','s')) != NULL)
+ outfile=out;
+}
+
+hliste *make_histo(void)
+{
+ int i;
+ hliste *element;
+
+ check_alloc(element=(hliste*)malloc(sizeof(hliste)));
+ element->ptr=NULL;
+ check_alloc(element->hist=(double*)malloc(sizeof(double)*maxembed*dimension));
+ for (i=0;i<maxembed*dimension;i++)
+ element->hist[i]=0.0;
+
+ return element;
+}
+
+void next_dim(int wd,int n,unsigned int *first)
+{
+ int i,which,d1,comp;
+ double epsinv,norm,p;
+ unsigned int **act;
+ int *found,hf;
+
+ comp=which_dims[wd][0];
+ d1=which_dims[wd][1]*DELAY;
+
+ epsinv=(double)epsi;
+ norm=(double)length;
+
+ check_alloc(act=(unsigned int**)malloc(epsi*sizeof(int*)));
+ check_alloc(found=(int*)malloc(epsi*sizeof(int)));
+
+ for (i=0;i<epsi;i++) {
+ found[i]=0;
+ act[i]=NULL;
+ }
+
+ for (i=0;i<n;i++) {
+ which=(int)(series[comp][first[i]+d1]*epsinv);
+ hf= ++found[which];
+ check_alloc(act[which]=
+ realloc((unsigned int*)act[which],hf*sizeof(unsigned int)));
+ act[which][hf-1]=first[i];
+ }
+
+ for (i=0;i<epsi;i++)
+ if (found[i]) {
+ p=(double)(found[i])/(norm);
+ if (Q == 1.0)
+ histo[wd] -= p*log(p);
+ else
+ histo[wd] += pow(p,Q);
+ }
+
+ if (wd<(maxembed*dimension-1))
+ for (i=0;i<epsi;i++)
+ if (found[i])
+ next_dim(wd+1,found[i],act[i]);
+
+ for (i=0;i<epsi;i++)
+ if (found[i])
+ free(act[i]);
+
+ free(act);
+ free(found);
+}
+
+void start_box(void)
+{
+ int i,which;
+ double epsinv,norm,p;
+ unsigned int **act;
+ int *found,hf;
+ void next_dim();
+
+ epsinv=(double)epsi;
+ norm=(double)length;
+
+ check_alloc(act=(unsigned int**)malloc(epsi*sizeof(int*)));
+ check_alloc(found=(int*)malloc(epsi*sizeof(int)));
+
+ for (i=0;i<epsi;i++) {
+ found[i]=0;
+ act[i]=NULL;
+ }
+
+ for (i=0;i<length;i++) {
+ which=(int)(series[0][i]*epsinv);
+ hf= ++found[w...
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