sapaclisp 1.x Archive (6 Nov 1998)

Here are the names and sizes of the various files:

everything (Macintosh binhex file) 310754 bytes acvs.lisp 16739 bytes basic-math.lisp 39396 bytes basic-statistics.lisp 103820 bytes dft-and-fft.lisp 18935 bytes examples.lisp 73453 bytes filtering.lisp 58306 bytes hacks.lisp 5824 bytes harmonic.lisp 9544 bytes matrix.lisp 32684 bytes misc-statistics.lisp 15811 bytes multitaper.lisp 99046 bytes nonparametric.lisp 137239 bytes parametric.lisp 124058 bytes random.lisp 32297 bytes sapa-package.lisp 1822 bytes tapers.lisp 29330 bytes unequal.lisp 7510 bytes utilities.lisp 55815 bytes wavelets.lisp 122720 bytes

;;;-*- Mode: LISP; Package: :CL-USER; Syntax: COMMON-LISP -*- ;------------------------------------------------------------------------------- ;------------------------------------------------------------------------------- ; ; index for the sapaclisp contribution to StatLib, Version 1.0, 3 June 1993 ; ; sapaclisp is a collection of Common Lisp functions that can be used ; to carry out many of the computations described in the book ; "Spectral Analysis for Physical Applications: Multitaper and ; Conventional Univariate Techniques", ; by Donald B. Percival and Andrew T. Walden, ; Cambridge University Press, Cambridge, England, 1993 ; (we refer to this book later on as "the SAPA book"). ; Questions concerning these Lisp functions can be addressed to ; Don Percival via electronic mail at the Internet address ; dbp@apl.washington.edu ; or via traditional mail at the address ; Donald B. Percival ; Applied Physics Laboratory ; HN-10 ; University of Washington ; Seattle, WA 98195 ; The SAPA book uses a number of time series as examples ; of various spectral analysis techniques. The most important of ; these series are also available from StatLib by sending the command ; send sapa from datasets ; to the Internet address ; statlib@lib.stat.cmu.edu ; ; Version 1.0 of the sapaclisp contribution consists of this index ; and the following 16 files: ; [ 1] sapa-package ; [ 2] hacks ; [ 3] utilities ; [ 4] basic-math ; [ 5] matrix ; [ 6] basic-statistics ; [ 7] dft-and-fft ; [ 8] tapers ; [ 9] filtering ; [10] random ; [11] acvs ; [12] parametric ; [13] nonparametric ; [14] multitaper ; [15] harmonic ; [16] examples ; All 16 files can be obtaining by sending the command ; send everything from sapaclisp ; to the Internet address ; statlib@lib.stat.cmu.edu ; Individual files can be obtained by sending a command such as ; send dft-and-fft from sapaclisp ; to the same address. ; ; Here is a brief description of the contents of each file: ; [ 1] sapa-package contains Lisp forms needed to create ; the package SAPA (packages are mysterious and tricky ; creatures in Common Lisp that serve a noble purpose, ; namely, to make sure that different collections of ; Lisp functions can gracefully live together). All ; of the Lisp functions in the sapaclisp contribution ; live in the SAPA package. You should compile and load ; this file before trying to do ANYTHING from within Lisp ; with the other files (including viewing them with a ; Lisp-oriented text editor!). ; [ 2] hacks at present patches up faulty definitions for map-into ; in Allegro Common Lisp and in the Genera 8.1 version of Common Lisp ; (if you are using Macintosh Common Lisp, you can ignore this file). ; [ 3] utilities contains a collection of utility functions ; that are used extensively throughout SAPA. These are mostly ; functions for manipulating various sequences of data, but ; there are also functions for converting back and from ; decibels, a Lisp implementation of the Fortran sign function, etc. ; [ 4] basic-math contains functions for supporting certain ; basic mathematical operations such as computing the log ; of the gamma function, manipulating polynomials, root finding ; and simple numerical integration. ; [ 5] matrix contains functions for manipulating matrices, including ; the Cholesky and modified Gram-Schmidt (i.e., Q-R) decompositions. ; [ 6] basic-statistics contains functions to carry out basic ; statistical operations, such as sample means and variances, ; sample medians, computation of quantiles from various distributions, ; linear least squares, etc. ; [ 7] dft-and-fft contains functions for computing the discrete Fourier ; transform of a vector of numbers via a fast Fourier transform ; algorithm or a chirp transform algorithm. ; [ 8] tapers contains functions for computing the cosine and dpss ; data tapers and applying them to a time series. ; [ 9] filtering contains functions that approximate ideal low-pass, ; high-pass and band-pass filters using techniques outlined ; in Chapter 5 of the SAPA book. It also has functions for ; some simple smoothers. ; [10] random contains functions for generating realizations of ; various stationary processes. ; [11] acvs contains functions for computing the sample autocovariance ; sequence and sample variogram for a time series. ; [12] parametric contains functions for computing autoregressive ; spectral estimates using a variety of techniques, including ; the Yule-Walker method, Burg's algorithm, forward least squares ; and forward/backward least squares (these are discussed in ; Chapter 9 of the SAPA book). ; [13] nonparametric contains functions for computing nonparametric ; spectral estimates, including the periodogram, direct spectral ; estimates, lag window spectral estimates and WOSA spectral ; estimates. There are also functions for computing the sample ; cepstrum, the time series bandwidth and the cumulative periodogram ; test statistic for white noise (all of these are discussed ; in Chapter 6 of the SAPA book). ; [14] multitaper contains functions for computing the orthonormal ; dpss data tapers and both the simple and adaptive multitaper ; spectral estimates (discussed in Chapters 7 and 8 of the SAPA book). ; [15] harmonic contains functions for computing the cosine and sine component of the periodogram and Fisher's g statistic (discussed in Chapter 10 of the SAPA book). ; [16] examples contains just that: some examples of how to use ; the functions in SAPA to reproduce some of the results in ; the SAPA book. ; All exported functions in SAPA have a documentation line that tells ; how to use them. In addition, almost all functions have a brief ; example of their use immediately following the definition of the ; the function. You can repeat these examples by evaluating the ; appropriate Lisp forms. Note: some of these Lisp forms return ; a short vector, the contents of which can be examined easily ; by setting the Common Lisp variable *print-array* to t prior to ; evaluating the Lisp form (see page 565 of the second edition of ; "Common Lisp: The Language" by Guy Steele, Digital Press, 1990 -- ; we refer to this book later on as "Steele2"). ; ; Here are the steps to take to prepare the SAPA files for use. ; [ 1] Retrieve all 16 files from StatLib, and place them on your ; computer in 16 individual files. As an example, let's ; assume that the files are named ; sapa-package.lisp ; hacks.lisp ; utilities.lisp ; ... ; harmonic.lisp ; examples.lisp ; The first line in each file should have some gunk on it ; concerning Mode, Package and Syntax. ; [ 2] Bring up Lisp on your computer. ; [ 3] Compile sapa-package.lisp, and then load it into your ; Lisp world. Here are examples of two Lisp forms that ; will do this if you evaluate them: ; (compile-file "sapa-package.lisp") ; (load "sapa-package.fasl") ; Here the function compile-file compiles the file sapa-package.lisp, ; and the results of the compilation are placed in sapa-package.fasl. ; The compiled version is then loaded into the Lisp world using ; the load function. Note that the ".lisp" and ".fasl" extensions ; in this example may need to be changed to match the naming ; conventions for source files and compiled binary files ; in Lisp systems other than Macintosh Common Lisp 2.0. ; [ 4] Compile and load all the remaining files EXCEPT examples.lisp ; in the order in which they are listed above (you can actually ; compile and load these remaining files in any order if you ; are willing to put up with snippy comments from certain compilers ; about undefined functions). ; [ 5] To use the functions in SAPA, you must evaluate the following ; Lisp form ; (use-package :SAPA) ; from within whatever package you plan to use the functions in the ; SAPA package (usually this will be the package CL-USER). ; This Lisp form is the second form in the file examples.lisp, ; so you can just evaluate it there (that file does things in the ; package CL-USER). You can evaluate various forms given ; in examples.lisp to learn how to use some of the SAPA functions. ; ; For the record, the functions in the SAPA package have been tested ; successfully in the following versions of Common Lisp: ; [a] Macintosh Common Lisp 2.0p2 ; [b] Symbolics Genera 8.1.1 on a Symbolics MacIvory model 3 ; [c] Allegro Common Lisp running under SunOS Release 4.1.2 ; ; ; Finally, here is some legal nonsense, shamelessly stolen from someone else ; and placed here in an attempt to fend off lawyers (I don't know what it ; means; I don't care what it means; I wasn't in my right mind when I did ; all of this; I've NEVER been in my right mind; I'm not responsible ; for anything I've ever done; the Devil made me do it; ... ): ; ; SAPA, Version 1.0; Copyright 1993, Donald B. Percival, All Rights Reserved ; ; Use and copying of this software and preparation of derivative works ; based upon this software are permitted. Any distribution of this ; software or derivative works must comply with all applicable United ; States export control laws. ; ; This software is made available AS IS, and no warranty -- about the ; software, its performance, or its conformity to any ; specification -- is given or implied. ;------------------------------------------------------------------------------- ;-------------------------------------------------------------------------------