DOKK / manpages / debian 10 / gbutils / gbgcorr.1.en
GBGCORR(1) User Commands GBGCORR(1)

gbgcorr - Gaussian kernel correlation dimension

gbgcorr [options]

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.

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")

Written by Giulio Bottazzi

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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.

March 2018 gbgcorr 5.7.1