Description of the program: lfo-ar

This program makes a local linear ansatz and estimates the one step prediction error of the model. The difference to lfo-test is that it does it as a function of the neighborhood size (see Casdagli).

lfo-ar means something like local-first-order -› AR-model


lfo-ar [Options]

Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also - means stdin

Possible options are:

Option Description Default
-l# number of points to use whole file
-x# number of lines to be ignored 0
-c# column to be read 1
-m#,# # of components, embedding dimension 1,2
-d# delay for the embedding 1
-i# for how many points should the error be calculated all
-r# neighborhood size to start with (data interval)/1000
-R# neighborhood size to end with data interval
-f# factor to increase the neighborhood size
if not enough neighbors were found
-s# steps to be forecasted (x_{n+steps}=f(\vec{x}_n)) 1
-C# width of causality window steps to be forecasted
-o[#] output file name without filename 'datafile.ll'
(or stdin.ll if stdin was read)
with no -o given, stdout is used
-V# verbosity level
  0: only panic messages
  1: add input/output messages
-h show these options none

Description of the Output:

The output consists of 5 columns for each neighborhood size:
View the C-sources.
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