function [L_Estimate,ExtraArgsOut] = CalcMaxLyapConvGait(ThisTimeSeries,FS,ExtraArgsIn) if nargin > 2 if isfield(ExtraArgsIn,'J') J=ExtraArgsIn.J; end if isfield(ExtraArgsIn,'m') m=ExtraArgsIn.m; end if isfield(ExtraArgsIn,'FitWinLen') FitWinLen=ExtraArgsIn.FitWinLen; end end %% Initialize output args L_Estimate=nan;ExtraArgsOut.Divergence=nan;ExtraArgsOut.J=nan;ExtraArgsOut.m=nan;ExtraArgsOut.FitWinLen=nan; %% Some checks % predefined J and m should not be NaN or Inf if (exist('J','var') && ~isempty(J) && ~isfinite(J)) || (exist('m','var') && ~isempty(m) && ~isfinite(m)) warning('Predefined J and m cannot be NaN or Inf'); return; end % multidimensional time series need predefined J and m if size(ThisTimeSeries,2) > 1 && (~exist('J','var') || ~exist('m','var') || isempty(J) || isempty(m)) warning('Multidimensional time series needs predefined J and m, can''t determine Lyapunov'); return; end %Check that there are no NaN or Inf values in the TimeSeries if any(~isfinite(ThisTimeSeries(:))) warning('Time series contains NaN or Inf, can''t determine Lyapunov'); return; end %Check that there is variation in the TimeSeries if ~(nanstd(ThisTimeSeries) > 0) warning('Time series is constant, can''t determine Lyapunov'); return; end %% Determine FitWinLen (=cycle time) of ThisTimeSeries if ~exist('FitWinLen','var') || isempty(FitWinLen) if size(ThisTimeSeries,2)>1 for dim=1:size(ThisTimeSeries,2), [Pd(:,dim),F] = pwelch(detrend(ThisTimeSeries(:,dim)),[],[],[],FS); end P = sum(Pd,2); else [P,F] = pwelch(detrend(ThisTimeSeries),[],[],[],FS); end MeanF = sum(P.*F)./sum(P); CycleTime = 1/MeanF; FitWinLen = round(CycleTime*FS); else CycleTime = FitWinLen/FS; end ExtraArgsOut.FitWinLen=FitWinLen; %% Determine J if ~exist('J','var') || isempty(J) % Calculate mutual information and take first local minimum Tau as J bV = min(40,floor(sqrt(size(ThisTimeSeries,1)))); tauVmax = FitWinLen; [mutMPro,cummutMPro,minmuttauVPro] = MutualInformationHisPro(ThisTimeSeries,(0:tauVmax),bV,1); % (xV,tauV,bV,flag) if isnan(minmuttauVPro) display(mutMPro); warning('minmuttauVPro is NaN. Consider increasing tauVmax.'); return; end J=minmuttauVPro; end ExtraArgsOut.J=J; %% Determine m if ~exist('m','var') || isempty(m) escape = 10; max_m = 20; max_fnnM = 0.02; mV = 0; fnnM = 1; for mV = 2:max_m % for m=1, FalseNearestNeighbors is slow and lets matlab close if N>500000 fnnM = FalseNearestNeighborsSR(ThisTimeSeries,J,mV,escape,FS); % (xV,tauV,mV,escape,theiler) if fnnM <= max_fnnM || isnan(fnnM) break end end if fnnM <= max_fnnM m = mV; else warning('Too many false nearest neighbours'); return; end end ExtraArgsOut.m=m; %% Create state space based upon J and m N_ss = size(ThisTimeSeries,1)-(m-1)*J; StateSpace=nan(N_ss,m*size(ThisTimeSeries,2)); for dim=1:size(ThisTimeSeries,2), for delay=1:m, StateSpace(:,(dim-1)*m+delay)=ThisTimeSeries((1:N_ss)'+(delay-1)*J,dim); end end %% Parameters for Lyapunov WindowLen = floor(min(N_ss/5,10*FitWinLen)); if WindowLen < FitWinLen warning('Not enough samples for Lyapunov estimation'); return; end WindowLenSec=WindowLen/FS; %% Calculate divergence Divergence=div_calc(StateSpace,WindowLenSec,FS,CycleTime,0); ExtraArgsOut.Divergence=Divergence; %% Calculate slope of first FitWinLen samples of divergence curve p = polyfit((1:FitWinLen)/FS,Divergence(1:FitWinLen),1); L_Estimate = p(1);