Software for Analysis of Multifractal Time Series 1.0.0
(2,279 bytes)
# file: mf_moments_lt.awk Y. Ashkenazy 8 Feb 2004
# Last Revised: I. Henry 13 Oct 2004
#---------------------------------------------------------------------------
# mf_moments_lt.awk: calculate the tau(q) spectrum and the multifractal
# spectrum, D(h), given the partition functions.
# Copyright (C) Yossi Ashkenazy
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 of the License, or
# (at your option) any later version.
#
# 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.
#
# You should have received a copy of the GNU General Public License
# along with this program; if not, write to the Free Software
# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
#---------------------------------------------------------------------------
#
#
# Usage:
#
# $ awk -f mf_moments_lt.awk -v a=1 -v b=3 file_name.zq > file_name.tq
#
# where:
# - a is the minimum log10 scale (1 in the above example)
# - b is the maximum log10 scale (3 in the above example is 3)
# - file_name.zq is the input filename that contains the partition function
# - the output, file_name.tq, is the tau(q) spectrum and the D(h) spectrum.
#
BEGIN{
s0=0.0;
s1=s2=0.0;
dq=0.2;
}
{
if (NR==1)
{
# read the data
q_min=$2;
for (i=1;i<NF;i++)
{
t0[i]=0.0;
t1[i]=0.0;;
}
}
else
{
# Fits the partition function is the desire range
if (($1>=a)&&($1<=b))
{
x=$1;
s0++;
s1+=x;
s2+=x*x;
for (i=2;i<=NF;i++)
{
t0[i-1]+=($i);
t1[i-1]+=x*($i);
}
}
}
}
END{
for (i=1;i<NF;i++)
{
# print tau(q) spectrum.
q[i]=q_min+(i-1)*dq;
tau[i]=(t1[i]*s0-s1*t0[i])/(s0*s2-s1*s1);
print q[i],tau[i];
}
print "& &";
# print the D(h) spectrum
for (i=2;i<(NF-1);i++)
print (tau[i+1]-tau[i-1])/(q[i+1]-q[i-1]),
(tau[i+1]-tau[i-1])/(q[i+1]-q[i-1])*q[i]-tau[i];
}