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 2^(-n+1) (minimum). n can be set on the command line.
OPTIONS
- -h
-
this help
- -l
-
time lag (default 1)
- -m
-
maximum embedding dimension (default 2)
- -t
-
Theiler correction (default 1)
- -R
-
seed (default 0)
- -p
-
number of reference points (default 1)
- -r
-
number of bandwidths (default 24)
- -s
-
print standard errors
- -F
-
specify the input fields separators (default " \t")
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <[email protected]>
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.