gbgcorr1

Usage

Overview

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")