xcor.c

非线性时间学列分析工具

/*Author: Rainer Hegger. Last modified: Sep 4, 1999 */
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <limits.h>
#include <string.h>
#include "routines/tsa.h"

#define WID_STR "Estimates the crosscorrelations of two data sets\n\t\
given as two columns of one file."

char *columns=NULL,*outfile=NULL,stout=1;
unsigned long length=ULONG_MAX,exclude=0;
long tau=100;
unsigned int verbosity=0xff;
double *array1,*array2;
char *infile=NULL;

void show_options(char *progname) 
{
  what_i_do(progname,WID_STR);
  fprintf(stderr," Usage: %s [Options]\n",progname);
  fprintf(stderr," Options:\n");
  fprintf(stderr,"Everything not being a valid option will be interpreted"
          " as a possible"
          " datafile.\nIf no datafile is given stdin is read. Just - also"
          " means stdin\n");
  fprintf(stderr,"\t-l length [default is whole file]\n");
  fprintf(stderr,"\t-x # of lines to be ignored [default 0]\n");
  fprintf(stderr,"\t-c which columns (separated by commas) [default is 1,2]\n");
  fprintf(stderr,"\t-D corrlength  [default is 100]\n");
  fprintf(stderr,"\t-o output_file  [default is 'datafile'.crc; no -o"
  " means stdout]\n");
  fprintf(stderr,"\t-V verbosity level [default is 1]\n\t\t"
          "0='only panic messages'\n\t\t"
          "1='+ input/output messages'\n");
  fprintf(stderr,"\t-h show these options\n");
  fprintf(stderr,"\n");
  exit(0);
}

void scan_options(int argc,char **argv)
{
  char *out;

  if ((out=check_option(argv,argc,'l','u')) != NULL)
    sscanf(out,"%lu",&length);
  if ((out=check_option(argv,argc,'x','u')) != NULL)
    sscanf(out,"%lu",&exclude);
  if ((out=check_option(argv,argc,'c','s')) != NULL)
    columns=out;
  if ((out=check_option(argv,argc,'D','u')) != NULL)
    sscanf(out,"%ld",&tau);
  if ((out=check_option(argv,argc,'V','u')) != NULL)
    sscanf(out,"%u",&verbosity);
  if ((out=check_option(argv,argc,'o','o')) != NULL) {
    stout=0;
    if (strlen(out) > 0)
      outfile=out;
  }
}

double corr(long i)
{
  unsigned long count=0;
  long j,hi;
  double c=0.0;
  
  for (j=0;j<length;j++) {
    hi=j+i;
    if ((hi >= 0) && (hi < length)) {
      count++;
      c += array1[j]*array2[hi];
    }
  }
  return c/(double)count;
}

int main(int argc,char** argv)
{
  char stdi=0;
  long i;
  unsigned int dummy=2;
  FILE *fout=NULL;
  double **both;
  double av1,var1,av2,var2;

  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,0L,verbosity);
  if (infile == NULL)
    stdi=1;
  
  if (outfile == NULL) {
    if (!stdi) {
      check_alloc(outfile=(char*)calloc(strlen(infile)+5,(size_t)1));
      strcpy(outfile,infile);
      strcat(outfile,".ccr");
    }
    else {
      check_alloc(outfile=(char*)calloc((size_t)10,(size_t)1));
      strcpy(outfile,"stdin.ccr");
    }
  }
  if (!stout)
    test_outfile(outfile);

  if (columns == NULL)
    both=(double**)get_multi_series(infile,&length,exclude,&dummy,"",(char)1,
				    verbosity);
  else
    both=(double**)get_multi_series(infile,&length,exclude,&dummy,columns,
				    (char)1,verbosity);
    
  array1=both[0];
  array2=both[1];

  if (tau >= length)
    tau=length-1;

  variance(array1,length,&av1,&var1);
  variance(array2,length,&av2,&var2);
  
  for (i=0;i<length;i++) {
    array1[i] -= av1;
    array2[i] -= av2;
  }

  if (!stout) {
    fout=fopen(outfile,"w");
    if (verbosity&VER_INPUT)
      fprintf(stderr,"Opened %s for writing\n",outfile);
    fprintf(fout,"# average of first comp.=%e\n",av1);
    fprintf(fout,"# standard deviation of first comp.=%e\n",var1);
    fprintf(fout,"# average of sec. comp.=%e\n",av2);
    fprintf(fout,"# standard deviation of sec. comp.=%e\n",var2);
  }
  else {
    if (verbosity&VER_INPUT)
      fprintf(stderr,"Writing to stdout\n");
    fprintf(stdout,"# average of first comp.=%e\n",av1);
    fprintf(stdout,"# standard deviation of first comp.=%e\n",var1);
    fprintf(stdout,"# average of sec. comp.=%e\n",av2);
    fprintf(stdout,"# standard deviation of sec. comp.=%e\n",var2);
  }

  for (i= -tau;i<=tau;i++)
    if (!stout) {
      fprintf(fout,"%ld %e\n",i,corr(i)/var1/var2);
      fflush(fout);
    }
    else {
      fprintf(stdout,"%ld %e\n",i,corr(i)/var1/var2);
      fflush(stdout);
    }
  if (!stout)
    fclose(fout);
  
  return 0;
}