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gbgcorr - Gaussian kernel correlation dimension

Author

       Written by Giulio Bottazzi

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.

Name

       gbgcorr - Gaussian kernel correlation dimension

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")

Reporting Bugs

Synopsis

gbgcorr [options]

See Also