gbgcorr(1)
Gaussian kernel correlation dimension
Description
GBGCORR
NAME
gbgcorr - Gaussian kernel correlation dimension
SYNOPSIS
gbgcorr [options]
DESCRIPTION
Compute the correlation dimension with a Gaussian kernel. One block of output is printed for each embedding dimension, the first column report the bandwidth, the second the associated correlation coefficient. Bandwidths are equispaced in a log scale from 1 (maximum) to 2ˆ(-n+1) (minimum). n can be set on the command line.
OPTIONS
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-h |
this help |
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-l |
time lag (default 1) |
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-m |
maximum embedding dimension (default 2) |
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-t |
Theiler correction (default 1) |
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-R |
seed (default 0) |
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-p |
number of reference points (default 1) |
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-r |
number of bandwidths (default 24) |
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-s |
print standard errors |
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-F |
specify the input fields separators (default " \t") |
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <gbutils@googlegroups.com>
Package home page <http://cafim.sssup.it/˜giulio/software/gbutils/index.html>
COPYRIGHT
Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;
This program 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.