Scroll to navigation

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

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")

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

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.

October 2018 gbgcorr 6.0.beta2