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gbgcorr - Gaussian kernel correlation dimension

GBGCORR(1) User Commands GBGCORR(1)

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 <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.
November 2015 gbgcorr 5.6.7