/* *   This file is part of TISEAN * *   Copyright (c) 1998-2007 Rainer Hegger, Holger Kantz, Thomas Schreiber * *   TISEAN is free software; you can redistribute it and/or modify *   it under the terms of the GNU General Public License as published by *   the Free Software Foundation; either version 2 of the License, or *   (at your option) any later version. * *   TISEAN 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. * *   You should have received a copy of the GNU General Public License *   along with TISEAN; if not, write to the Free Software *   Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA *//* Author: Rainer Hegger Last modified: Feb 22, 2006 *//* Changes:    02/22/06: Remove this strange else in start_box that              did not compile anyways*/#include <stdio.h>#include <stdlib.h>#include <math.h>#include <string.h>#include <limits.h>#include "routines/tsa.h"#define WID_STR "Estimates the Renyi entropy of Qth order\n\t\using a partition instead of a covering."typedef struct {  double *hist;  void *ptr;} hliste;unsigned long LENGTH=ULONG_MAX,exclude=0;unsigned int maxembed=10,dimension=1,DELAY=1,EPSCOUNT=20;unsigned int verbosity=0xff;double Q=2.0,EPSMIN=1.e-3,EPSMAX=1.0;char dimset=0,epsminset=0,epsmaxset=0;char *outfile=NULL;char *column=NULL;int epsi;unsigned long length;double EPSFAKTOR;unsigned int **which_dims;double *histo;double **series;void show_options(char *progname){  what_i_do(progname,WID_STR);  fprintf(stderr,"Usage: %s [Options]\n",progname);  fprintf(stderr,"Options:\n");  fprintf(stderr,"\t-l # of datapoints [Default: whole file]\n");  fprintf(stderr,"\t-x # of lines to ignore [Default: %lu]\n",exclude);  fprintf(stderr,"\t-M # of columns,maximal embedding dimension "	  "[Default: %u,%u]\n",dimension,maxembed);  fprintf(stderr,"\t-c columns to read  [Default: 1,...,#of compon.]\n");  fprintf(stderr,"\t-d delay [Default: %u]\n",DELAY);  fprintf(stderr,"\t-Q order of the Renyi entropy [Default: %.1f]\n",Q);  fprintf(stderr,"\t-r minimal epsilon [Default: (data interval)/1000]\n");  fprintf(stderr,"\t-R maximal epsilon [Default: data interval]\n");  fprintf(stderr,"\t-# # of epsilons to use [Default: %u]\n",EPSCOUNT);  fprintf(stderr,"\t-o output file name [Default: 'datafile'.box]\n");  fprintf(stderr,"\t-V verbosity level [Default: 1]\n\t\t"          "0='only panic messages'\n\t\t"          "1='+ input/output messages'\n");  fprintf(stderr,"\t-h show these options\n\n");  exit(0);}void scan_options(int n,char **in){  char *out;    if ((out=check_option(in,n,'l','u')) != NULL)    sscanf(out,"%lu",&LENGTH);  if ((out=check_option(in,n,'c','s')) != NULL)    column=out;  if ((out=check_option(in,n,'x','u')) != NULL)    sscanf(out,"%lu",&exclude);  if ((out=check_option(in,n,'M','2')) != NULL) {    sscanf(out,"%u,%u",&dimension,&maxembed);    dimset=1;  }  if ((out=check_option(in,n,'d','u')) != NULL)    sscanf(out,"%u",&DELAY);  if ((out=check_option(in,n,'Q','f')) != NULL)    sscanf(out,"%lf",&Q);  if ((out=check_option(in,n,'r','f')) != NULL) {    sscanf(out,"%lf",&EPSMIN);    epsminset=1;  }  if ((out=check_option(in,n,'R','f')) != NULL) {    sscanf(out,"%lf",&EPSMAX);    epsmaxset=1;  }  if ((out=check_option(in,n,'#','u')) != NULL)    sscanf(out,"%u",&EPSCOUNT);  if ((out=check_option(in,n,'V','u')) != NULL)    sscanf(out,"%u",&verbosity);  if ((out=check_option(in,n,'o','s')) != NULL)    outfile=out;}hliste *make_histo(void){  int i;  hliste *element;    check_alloc(element=(hliste*)malloc(sizeof(hliste)));  element->ptr=NULL;  check_alloc(element->hist=(double*)malloc(sizeof(double)*maxembed*dimension));  for (i=0;i<maxembed*dimension;i++)    element->hist[i]=0.0;    return element;}void next_dim(int wd,int n,unsigned int *first){  int i,which,d1,comp;  double epsinv,norm,p;  unsigned int **act;  int *found,hf;  comp=which_dims[wd][0];  d1=which_dims[wd][1]*DELAY;  epsinv=(double)epsi;  norm=(double)length;  check_alloc(act=(unsigned int**)malloc(epsi*sizeof(int*)));  check_alloc(found=(int*)malloc(epsi*sizeof(int)));    for (i=0;i<epsi;i++) {    found[i]=0;    act[i]=NULL;  }    for (i=0;i<n;i++) {    which=(int)(series[comp][first[i]+d1]*epsinv);    hf= ++found[which];    check_alloc(act[which]=		realloc((unsigned int*)act[which],hf*sizeof(unsigned int)));    act[which][hf-1]=first[i];  }    for (i=0;i<epsi;i++)    if (found[i]) {      p=(double)(found[i])/(norm);      if (Q == 1.0)	histo[wd] -= p*log(p);      else	histo[wd] += pow(p,Q);    }    if (wd<(maxembed*dimension-1))    for (i=0;i<epsi;i++)      if (found[i])	next_dim(wd+1,found[i],act[i]);    for (i=0;i<epsi;i++)    if (found[i])      free(act[i]);    free(act);  free(found);}void start_box(void){  int i,which;  double epsinv,norm,p;  unsigned int **act;  int *found,hf;  void next_dim();    epsinv=(double)epsi;  norm=(double)length;    check_alloc(act=(unsigned int**)malloc(epsi*sizeof(int*)));  check_alloc(found=(int*)malloc(epsi*sizeof(int)));    for (i=0;i<epsi;i++) {    found[i]=0;    act[i]=NULL;  }    for (i=0;i<length;i++) {    which=(int)(series[0][i]*epsinv);    hf= ++found[which];    check_alloc(act[which]=		realloc((unsigned int*)act[which],hf*sizeof(unsigned int)));    act[which][hf-1]=i;  }    for (i=0;i<epsi;i++)    if (found[i]) {      p=(double)(found[i])/(norm);      if (Q == 1.0)	histo[0] -= p*log(p);      else	histo[0] += pow(p,Q);    }    if (1<dimension*maxembed) {    for (i=0;i<epsi;i++) {      if (found[i])	next_dim(1,found[i],act[i]);    }  }  /*  else {    if (1<maxembed)      for (i=0;i<epsi;i++) {	if (found[i])	  next_dim(1,found[i],act[i]);      }  }  */  for (i=0;i<epsi;i++)    if (found[i])      free(act[i]);    free(act);  free(found);}int main(int argc,char **argv){  int i,j,k,count,epsi_old=0,epsi_test;  void *root;  hliste *histo_el;  double *deps,heps;  double min,interval,maxinterval;  char *infile=NULL,stdi=0;  FILE *fHq;  if (scan_help(argc,argv))    show_options(argv[0]);    scan_options(argc,argv);#ifndef OMIT_WHAT_I_DO  if (verbosity&VER_INPUT)    what_i_do(argv[0],WID_STR);#endif  infile=search_datafile(argc,argv,NULL,verbosity);  if (infile == NULL)    stdi=1;  if (outfile == NULL) {    if (!stdi) {      check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));      sprintf(outfile,"%s.box",infile);    }    else {      check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));      sprintf(outfile,"stdin.box");    }  }  test_outfile(outfile);  if (column == NULL)    series=(double**)get_multi_series(infile,&LENGTH,exclude,&dimension,"",				      dimset,verbosity);  else    series=(double**)get_multi_series(infile,&LENGTH,exclude,&dimension,				      column,dimset,verbosity);  maxinterval=0.0;  for (i=0;i<dimension;i++) {    rescale_data(series[i],LENGTH,&min,&interval);    if (interval > maxinterval)      maxinterval=interval;  }  if (epsminset)    EPSMIN /= maxinterval;  if (epsmaxset)    EPSMAX /= maxinterval;  for (i=0;i<dimension;i++) {    for (j=0;j<LENGTH;j++)      if (series[i][j] >= 1.0)	series[i][j] -= EPSMIN/2.0;  }  check_alloc(histo=(double*)malloc(sizeof(double)*maxembed*dimension));  check_alloc(deps=(double*)malloc(sizeof(double)*EPSCOUNT));  check_alloc(which_dims=(unsigned int**)malloc(sizeof(int*)*						maxembed*dimension));  for (i=0;i<maxembed*dimension;i++)    check_alloc(which_dims[i]=(unsigned int*)malloc(sizeof(int)*2));  for (i=0;i<maxembed;i++)    for (j=0;j<dimension;j++) {      which_dims[i*dimension+j][0]=j;      which_dims[i*dimension+j][1]=i;    }    histo_el=make_histo();  root=histo_el;    if (EPSCOUNT >1)    EPSFAKTOR=pow(EPSMAX/EPSMIN,1.0/(double)(EPSCOUNT-1));  else    EPSFAKTOR=1.0;  length=LENGTH-(maxembed-1)*DELAY;  heps=EPSMAX*EPSFAKTOR;    for (k=0;k<EPSCOUNT;k++) {    count++;    for (i=0;i<maxembed*dimension;i++)      histo[i]=0.0;    do {      heps /= EPSFAKTOR;      epsi_test=(int)(1./heps);    } while (epsi_test <= epsi_old);        epsi=epsi_test;    epsi_old=epsi;    deps[k]=heps;        start_box();    histo_el=root;    while (histo_el->ptr != NULL)      histo_el=histo_el->ptr;        for (i=0;i<maxembed*dimension;i++)      if (Q == 1.0)	histo_el->hist[i]=histo[i];      else	histo_el->hist[i]=log(histo[i])/(1.0-Q);        histo_el->ptr=make_histo();    histo_el=histo_el->ptr;    fHq=fopen(outfile,"w");    if (verbosity&VER_INPUT)      fprintf(stderr,"Opened %s for writing\n",outfile);    for (i=0;i<maxembed*dimension;i++) {      fprintf(fHq,"#component = %d embedding = %d\n",which_dims[i][0]+1,	      which_dims[i][1]+1);      histo_el=root;      for (j=0;j<=k;j++) {	if (i == 0)	  fprintf(fHq,"%e %e %e\n",deps[j]*maxinterval,		  histo_el->hist[i],histo_el->hist[i]);	else	  fprintf(fHq,"%e %e %e\n",deps[j]*maxinterval,		  histo_el->hist[i],histo_el->hist[i]-histo_el->hist[i-1]);	histo_el=histo_el->ptr;      }      fprintf(fHq,"\n");    }    fclose(fHq);  }  return 0;}