#
# -----------------------------------------------------------------------------
#
# A license is hereby granted to reproduce this software source code and
# to create executable versions from this source code for personal,
# non-commercial use.  The copyright notice included with the software
# must be maintained in all copies produced.
#
# THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
# WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
# MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE.  THE
# AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
# INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.
#
# Copyright (c) 1995-2002, John Conover, All Rights Reserved.
#
# Comments and/or bug reports should be addressed to:
#
#     john@johncon.com (John Conover)
#
# -----------------------------------------------------------------------------
#
# The data may be viewed using gnuplot, with the command
# "gnuplot plot"
#
# $Revision: 0.0 $
# $Date: 2002/06/25 02:38:39 $
# $Id: plot,v 0.0 2002/06/25 02:38:39 john Exp $
# $Log: plot,v $
# Revision 0.0  2002/06/25 02:38:39  john
# Initial version
#
#
set grid
show grid
set title "Normal Distribution of Increments"
show title
set xlabel "3 Sigma Standard Deviation"
show xlabel
set ylabel "Normalized Frequency"
show ylabel
plot "tsbrownian.tsderivative.tsnormal" with lines, "tsbrownian.tsderivative.tsnormal-f" with steps
pause -1
#
set grid
show grid
set title "Normal Distribution of Increments"
show title
set xlabel "3 Sigma Standard Deviation"
show xlabel
set ylabel "Normalized Frequency"
show ylabel
plot "tswhite.tsintegrate.tsnormal" with lines, "tswhite.tsintegrate.tsnormal-f" with steps
pause -1
#
set grid
show grid
set title "Hurst Coefficient Graphs"
show title
set xlabel "log (time)"
show xlabel
set ylabel "log (R / S)"
show ylabel
plot "tsfBm-h0.0.tshurst" with lines, "tsfBm-h0.1.tshurst" with lines, "tsfBm-h0.3.tshurst" with lines, "tsfBm-h0.5.tshurst" with lines, "tsfBm-h0.7.tshurst" with lines, "tsfBm-h0.9.tshurst" with lines, "tsfBm-h1.0.tshurst" with lines
pause -1
#
set grid
show grid
set title "Normal Distribution of Increments"
show title
set xlabel "3 Sigma Standard Deviation"
show xlabel
set ylabel "Normalized Frequency"
show ylabel
plot "tsfBm-h0.5.tsnormal" with lines, "tsfBm-h0.5.tsnormal-f" with steps
pause -1
#
set grid
show grid
set title "H Parameter Graphs"
show title
set xlabel "log (time)"
show xlabel
set ylabel "log (stddev)"
show ylabel
plot "tsfBm-h0.0.tshcalc" with lines, "tsfBm-h0.1.tshcalc" with lines, "tsfBm-h0.3.tshcalc" with lines, "tsfBm-h0.5.tshcalc" with lines, "tsfBm-h0.7.tshcalc" with lines, "tsfBm-h0.9.tshcalc" with lines, "tsfBm-h1.0.tshcalc" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue"
show ylabel
plot "tscoin" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
plot "tscoin.tsfraction"
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
plot "tscoin.tsfraction.tsrms" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
plot "tscoin.tsfraction.tslsq" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue"
show ylabel
plot "tscoin.tschangewager" with lines
pause -1
#
set grid
show grid
set title "Shannon Probability vs. Maximum Revenue"
show title
set xlabel "Shannon Probability"
show xlabel
set ylabel "Maximum Revenue"
show ylabel
plot "tscoin.tsshannonmax" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue"
show ylabel
plot "tscoin.tssample" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
plot "tscoin.tsfraction.tsavg" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
plot "tscoin.tsfraction.tskalman" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
plot "tscoin.tsfraction.tsavgwindow" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
plot "tscoin.tsfraction.tsrmswindow" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue"
show ylabel
plot "tscoin" with lines, "tscoin.tspole-p0.01" with lines
pause -1
#
set grid
show grid
set title "Frequency data"
show title
set xlabel "Frequency"
show xlabel
set ylabel "Magnitude"
show ylabel
plot "tscoin.tsdft-s" with lines, 1 / (x**2) with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Logarithm of Revenue"
show ylabel
plot "tscoin.tsmath-l" with lines
pause -1
#
set grid
show grid
set title "Xn-1 vs. Xn"
show title
set xlabel "Xn-1"
show xlabel
set ylabel "Xn"
show ylabel
plot "tsdlogistic.tsdeterministic" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Cumulative Returns"
show ylabel
plot "tscoin.tsfraction.tsunfraction" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Root Mean Square of Normalized Increments"
show ylabel
plot "tscoin.tsinstant" with lines
pause -1
#
set grid
show grid
set title "Distribution of Run Lengths"
show title
set xlabel "Run Length"
show xlabel
set ylabel "Probability of Run Length"
show ylabel
plot [1:50] "tsfractional.tsrunlength.cut-f1.4" with lines, 1 / (2 * (x ** 1.5)) with lines
pause -1
#
set grid
show grid
set title "Cumulative Distribution of Run Lengths"
show title
set xlabel "Cumulative Run Length"
show xlabel
set ylabel "Cumulative Probabilty of Run Length"
show ylabel
plot [1:50] "tsfractional.tsrunlength.cut-f1.7" with lines, 1 / sqrt (x) with lines, erf (1 / sqrt (x)) with lines
pause -1
#
set grid
show grid
set title "Cumulative Distribution of Consecutive Like Movements"
show title
set xlabel "Consecutive Like Movements"
show xlabel
set ylabel "Cumulative Probability"
show ylabel
plot "tsfBm-h0.0.tsrootmean" with lines, "tsfBm-h0.1.tsrootmean" with lines, "tsfBm-h0.3.tsrootmean" with lines, "tsfBm-h0.5.tsrootmean" with lines, "tsfBm-h0.7.tsrootmean" with lines, "tsfBm-h0.9.tsrootmean" with lines, "tsfBm-h1.0.tsrootmean" with lines
pause -1
#
set grid
show grid
set title "Magnitude of Run Lengths"
show title
set xlabel "Time"
show xlabel
set ylabel "Magnitude"
show ylabel
plot [1:100] "tsfBm-h0.0.tsrunmagnitude" with lines, "tsfBm-h0.1.tsrunmagnitude" with lines, "tsfBm-h0.3.tsrunmagnitude" with lines, "tsfBm-h0.5.tsrunmagnitude" with lines, "tsfBm-h0.7.tsrunmagnitude" with lines, "tsfBm-h0.9.tsrunmagnitude" with lines, "tsfBm-h1.0.tsrunmagnitude" with lines
pause -1
#
set grid
show grid
set title "Persistence"
show title
set xlabel "Time"
show xlabel
set ylabel "Probability"
show ylabel
plot [1:100] "tsfBm-h0.0.tsrootmeanscale" with lines, "tsfBm-h0.1.tsrootmeanscale" with lines, "tsfBm-h0.3.tsrootmeanscale" with lines, "tsfBm-h0.5.tsrootmeanscale" with lines, "tsfBm-h0.7.tsrootmeanscale" with lines, "tsfBm-h0.9.tsrootmeanscale" with lines, "tsfBm-h1.0.tsrootmeanscale" with lines
pause -1
#
set grid
show grid
set title "Marginal Gain"
show title
set xlabel "Time"
show xlabel
set ylabel "Gain"
show ylabel
plot "tscoin.tsgain" with lines
pause -1
#
set grid
show grid
set title "Marginal Gain"
show title
set xlabel "Time"
show xlabel
set ylabel "Gain"
show ylabel
plot "tscoin.tsgainwindow" with lines
pause -1
#
set grid
show grid
set title "Derivative of Hurst Exponent"
show title
set xlabel "Time"
show xlabel
set ylabel "Slope"
show ylabel
plot [1:3] "tsfBm-h0.0.tshurst.tsscalederivative" with lines, "tsfBm-h0.1.tshurst.tsscalederivative" with lines, "tsfBm-h0.3.tshurst.tsscalederivative" with lines, "tsfBm-h0.5.tshurst.tsscalederivative" with lines, "tsfBm-h0.7.tshurst.tsscalederivative" with lines, "tsfBm-h0.9.tshurst.tsscalederivative" with lines, "tsfBm-h1.0.tshurst.tsscalederivative" with lines
pause -1
#
set grid
show grid
set title "Coefficient of Excess Kurtosis"
show title
set xlabel "Time"
show xlabel
set ylabel "Coefficient"
show ylabel
plot "tsfBm-h0.0.tskurtosis" with lines, "tsfBm-h0.1.tskurtosis" with lines, "tsfBm-h0.3.tskurtosis" with lines, "tsfBm-h0.5.tskurtosis" with lines, "tsfBm-h0.7.tskurtosis" with lines, "tsfBm-h0.9.tskurtosis" with lines, "tsfBm-h1.0.tskurtosis" with lines
pause -1
#
set grid
show grid
set title "Coefficient of Excess Kurtosis"
show title
set xlabel "Time"
show xlabel
set ylabel "Coefficient"
show ylabel
plot "tsfBm-h0.0.tskurtosiswindow" with lines, "tsfBm-h0.1.tskurtosiswindow" with lines, "tsfBm-h0.3.tskurtosiswindow" with lines, "tsfBm-h0.5.tskurtosiswindow" with lines, "tsfBm-h0.7.tskurtosiswindow" with lines, "tsfBm-h0.9.tskurtosiswindow" with lines, "tsfBm-h1.0.tskurtosiswindow" with lines
pause -1
