--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/system-identification/inst/tisean/corrdim.m	Wed Mar 28 20:21:17 2012 +0000
@@ -0,0 +1,68 @@
+%% Copyright (c) 2012 Juan Pablo Carbajal <carbajal@ifi.uzh.ch>
+%%
+%%    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 3 of the License, or
+%%    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, see <http://www.gnu.org/licenses/>.
+
+%% -*- texinfo -*-
+%% @deftypefn {Function File} {[@var{c} @var{d} @var{h} @var{stat}] = } corrdim (@var{data}, @var{edim})
+%%  Correlation dimension from @var{data}. This function calls @code{d2} @
+%%  from the TISEAN package.
+%%
+%% @end deftypefn
+
+function [c d h] = corrdim (data, comp=1, maxedim=10, varargin)
+
+
+  [nT M] = size (data);
+  # --- Parse arguments --- #
+  parser = inputParser ();
+  parser.FunctionName = "corrdim";
+  parser = addParamValue (parser,'Delay', 1, @(x)x>0);
+  parser = addParamValue (parser,'TheilerWindow', 0, @(x)x>=0);
+  parser = addParamValue (parser,'ScaleSpan', nT*[1e-3 1], @(x)all(x>0));
+  parser = addParamValue (parser,'EpsilonCount', 100, @(x)x>0);
+  parser = addParamValue (parser,'PairCount', 1000, @(x)x>=0);
+  parser = addParamValue (parser,'Normalize', false);
+  parser = addParamValue (parser,'Verbose', false);
+  parser = parse(parser,varargin{:});
+
+  flag.E = "";
+  if parser.Results.Normalize
+    flag.E = "-E";
+  end
+
+  infile = tmpnam ();
+  outfile = tmpnam ();
+
+  %% Write data to file
+  save ('-ascii',infile, 'data');
+
+  %% Prepare format of the embedding vector
+  syscmd = sprintf ("d2 -d%d -M%d,%d -t%d -r%d -R%d -#%d -N%d %s -o%s -V0 %s", ...
+                        parser.Results.Delay, ...
+                        comp, maxedim, ...
+                        parser.Results.TheilerWindow, ...
+                        parser.Results.ScaleSpan, ...
+                        parser.Results.EpsilonCount, ...
+                        parser.Results.PairCount, ...
+                        flag.E, outfile, infile);
+
+  %% Function call
+  system (syscmd);
+
+  c = load ([outfile ".c2"]);
+  d = load ([outfile ".d2"]);
+  h = load ([outfile ".h2"]);
+
+
+endfunction