DESCRIPTIONCompute 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.
- this help
- time lag (default 1)
- maximum embedding dimension (default 2)
- Theiler correction (default 1)
- seed (default 0)
- number of reference points (default 1)
- number of bandwidths (default 24)
- print standard errors
- specify the input fields separators (default " \t")
AUTHORWritten by Giulio Bottazzi
REPORTING BUGSReport bugs to <[email protected]>
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
COPYRIGHTCopyright © 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.