correlation-main.c

/*
  FILE NAME:   correlation-main.c
  DESCRIPTION: This Code calculates the correlation dimention of the data
               stored on a given file passed by arguments on argv[1], and
	       with his correlation dimension passed as argv[2].
	       The Maximum data input is 25000, it can be modified on the
	       #define MAXDATA
      
  AUTHOR:      Daniel Mejia Raigosa
  DATE:        17, May 2011 (Date of Creation)
  VERSION:     2.2.2
*/

#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <time.h>

#include "commonroutines.c"

#define ARGS 7 // Number of Maximum Arguments (1 means no arguments!)
#define TITLESCN "Correlation Dimension" // Program Title
#define VER "2.2.1" // Version of the code
#define ANO "2011" // Date of code
#define MAXEMB 10 // Maximum Embedding Dimension
#define THEILER 10 // Theiler Correction for Correlation Algorithm

double corsum(double data[],int size, int dim, int tau,double e)
{
  /** i recorre la SdT con j un paso más adelante como
  dice la ecuación
      C(e)=(2/(N(N-1)))Sum_i Sum_{j=i+1}  
  */
  double csum,norm=0,sum=0;
  int i,j=1,d;
  for(i=0;i<size;i+=1)
    {
      for(j=(i+THEILER);j<size;j+=THEILER)
	{
	  for(d=0;d<dim;d++)
	    {
	      norm+=pow(data[i+(dim-d)*tau]-data[j+(dim-d)*tau],2);

	    // Apply the Theiler Correction W(THEILER) such that |j-i| > W

	       if( abs(j-i)<THEILER )
	         {
		   j=j+THEILER;
	         }
	  }
	  sum+=heaviside(e-norm);

	  norm=0;
	}
    }
  csum=( 2.0/(size*(size-1.0)) )*sum;
  //printf("sum = %lf size=%d \t csum=%.19lf",sum,size,csum );
  return csum;
}

  /* **************************  MAIN FUNCTION ************************** */


main(int argc,char *argv[]) // for input arguments, remeber argv[0]=program name argv[1]= first argument and so on
{
  /* This section is made for argument validation */
	if(argc > ARGS)
	  {
	    printf("Too many arguments supplied.\n");
	    printf(" Usage\'$ %s file-with-data.ext\' dim t r R e\n",argv[0]);
	    printf("\n \t dim - Embedding Dimension\n \t t Tau Sepparation\n \t r - Minimum neighbor radious\n \t R - Maximum neighbor radious\n \t e - Epsilon step\n");
	    printf(" If embedding-dimension = 0 the program makes various embeddings on \n file-with-data\n\n");
	    exit(1);
	  }
	else if (argc<ARGS)
	  {
	    
	printf("Some arguments expected.\n");
	    printf(" Usage\'$ %s file-with-data.ext\' dim t r R e\n",argv[0]);
	    printf("\n \t dim - Embedding Dimension\n \t t Tau Sepparation\n \t r - Minimum neighbor radious\n \t R - Maximum neighbor radious\n \t e - Epsilon step\n");
	    printf(" If embedding-dimension = 0 the program makes various embeddings on \n file-with-data\n\n");
	    exit(1);
 	  }
	
	/* Here begins the interesting part */



	//variable definition

	double epsilon,csum,x[MAXDATA],MINE,PASO,LIMITE;
        int cont,N,i,j,dim,tau;  // int max value 2,147,483,647 use long int for more data
	char originfn[CHAPER],filename[CHAPER],fileext[CHAPER],dimarg[2];
	time_t t1,t2,t3,t4;

	FILE *salida;
	
	characternumber(argv[1],CHAPER); //Confirm Character allowed values
	
	strcpy(originfn,argv[1]);   //Convert file names
	
	dim=atoi(argv[2]);
	tau=atoi(argv[3]);
	MINE=atof(argv[4]);
	LIMITE=atof(argv[5]);
	PASO=atof(argv[6]);

	if(PASO<=0)
	  {
	    PASO=0.01;
	  }
	if(MINE<=0)
	  {
	    MINE=0.01;
	  }

	if(LIMITE<=0 || LIMITE>1100)
	  {
	    LIMITE=20;
	  }

	
	
	system("clear"); //clear screen
	pimpi(TITLESCN,25); //pimps start up

	/* ************************** IF NO DIMENSION GIVEN ************************** */

	if (dim==0)
	  {


	    printf("\n This tool will calculate the correlation sum \n And the correlation dimension...\n\n");
	    printf(" * Data origin file: \'%s\'\n\n",originfn);
	    printf(" * Maximal Embedding dimension: %d\n",MAXEMB);
	    printf(" [!] I'll make different embeddings and then calculate the convergence\n   of the correlation sum for various epsilon values\n\n");
	    printf(" * Epsilon values range : %lf to %lf \t step = %lf\n",MINE,LIMITE,PASO);

	    (void)time(&t3); 

	    datadquire(originfn,x,&N);
	    
	    printf("\n * Total Readed Data Lines : %d \n",N);

	    dim=1;

	    strcpy(filename,strtok(argv[1],".")); // separate data files
	    strcpy(fileext,strstr(originfn,"."));
	    
	    strcpy(filename,strcat(filename,"-cor")); //create a filename
	    
	    strcat(filename,dimarg);

	    strcat(filename,fileext);
	    opendatafile(&salida,filename,"w");

	    while(dim<MAXEMB+1)
	      {
		(void) time(&t1);
		printf("\n * Making Embedding %d of %d \n",dim,MAXEMB);
		printf("\n * Calculating correlation sum now...\n \t It will took a while, be patient...\n");
		fprintf(salida,"### Embedding dimension = %d\n### log(e) log(C(e))\n",dim);
		epsilon=LIMITE;
		


		while (epsilon>MINE)
		  {
		    csum=corsum(x,N,dim,5,epsilon);

		    fprintf(salida,"%.6E  %.6E\n",log(epsilon),log(csum));

		    epsilon=epsilon-PASO;
		  }
		fprintf(salida,"\n");
		dim=dim+1;
	     
		(void)time(&t2); 
		
		printf("\n * It took me %ld seconds to process the data",(t2-t1));
	      }
	    
	    fclose(salida);
	    
	    (void)time(&t4); 
	    
	    printf("\n\n * Results saved on file \'%s\'\n",filename);
	    printf("\n * It took %ld minutes to overall process \n",(t4-t3)/60);
	    
	    pimpe(TITLESCN,25);
	    exit(0);
	  }


	/* **************************  DIMENSION GIVEN ************************** */

	else
	  {

	    printf("\n This tool will calculate the correlation sum \n And the correlation dimension,\n Making a Time Delay Embbeding");
	    printf(" * Data origin file: \'%s\'\n\n",originfn);
	    printf(" * Embedding dimension: %d\n",dim);
	    printf(" * Time Lag : %d\n",tau);

	    printf(" [!] I'll calculate the convergence  of the correlation sum \n     for various epsilon values\n\n");
	    printf(" * Epsilon values range : %lf to %lf - step = %lf\n",MINE,LIMITE,PASO);
	


	    (void)time(&t3); 
 
	    datadquire(originfn,x,&N);
	    
	    printf("\n * Total Readed Data Lines : %d \n",N);

	    strcpy(filename,strtok(argv[1],".")); // separate data files
	    strcpy(fileext,strstr(originfn,"."));
	    
	    strcpy(filename,strcat(filename,"-cor")); //create a filename
	   
	    strcat(filename,fileext);
	    opendatafile(&salida,filename,"w");

	    (void) time(&t1);

	    printf("\n * Calculating correlation sum now...\n \t It will took a while, be patient...\n");
	    fprintf(salida,"### Embedding dimension = %d\n### log(e) log(C(e))\n",dim);

	    epsilon=LIMITE;
	    
	    while (epsilon>MINE)
	      {
		
		csum=corsum(x,N,dim,5,epsilon);
		
		fprintf(salida,"%.6E  %.6E\n",log(epsilon),log(csum));
				
		epsilon=epsilon-PASO;
	      }

	    fclose(salida);
	    (void)time(&t2); 
	    
	    printf("\n\n * Results saved on file \'%s\'\n",filename);
	    
	    (void)time(&t4);
 
	    printf("\n * It took %ld minutes to overall process \n",(t4-t3)/60);
	    
	    pimpe(TITLESCN,25);
	    
	    exit(0);
	  }
	
	      
} //End of Main Code