gbgcorr - Gaussian kernel correlation dimension
gbgcorr [
options]
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.
- -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")
Written by Giulio Bottazzi
Report bugs to <gbutils@googlegroups.com>
Package home page
<http://cafim.sssup.it/~giulio/software/gbutils/index.html>
Copyright © 2001-2015 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.