TSSHANNONMAX(1) 					       TSSHANNONMAX(1)



NAME
       tsshannonmax - returns of a time series with unfair weights

SYNOPSIS
       tsshannonmax [-d] [-i value] [-m minimum] [-M maximum]
		    [-p] [-s step] [-v] [filename]

DESCRIPTION
       Tsshannonmax  is  for calculating unfair returns of a time series, as a
       function of Shannon probability. The input time series is  presumed  to
       have  a	Brownian  distribution.  The  main function of this program is
       regression scenario verification-given an empirical time series, specu-
       lative  market  pro forma performance can be analyzed, as a function of
       Shannon probability. The cumulative sum process is Brownian in  nature.

       To  find  the  maximum  returns, the "golden" method of minimization is
       used.  As a reference on  the  "golden"	method	of  minimization,  see
       "Numerical  Recipes  in C: The Art of Scientific Computing," William H.
       Press, Brian P. Flannery, Saul A.  Teukolsky,  William  T.  Vetterling,
       Cambridge University Press, New York, 1988, ISBN 0-521-35465-X, pp 298.


OPTIONS
       -d     The input file is a derivative instead of an integral.

       -i value
	      Initial value of output time series (ie., initial reserves.)

       -m minimum
	      Minimum Shannon probability, (0.5 <= probability <= 1.0).

       -M maximum
	      Maximum Shannon probability, (0.5 <= probability <= 1.0).

       -p     Output only the Shannon probability followed by  maximum	return
	      value.

       -s step
	      Step size of output time series, (0.0 < size < 1.0).

       -v     Print the version and copyright banner of the program.

       filename
	      Input filename.

WARNINGS
       There is little or no provision for handling numerical exceptions.

SEE ALSO
       tsderivative(1),   tshcalc(1),	tshurst(1),  tsintegrate(1),  tslogre-
       turns(1), tslsq(1),  tsnormal(1),  tsshannon(1),  tsblack(1),  tsbrown-
       ian(1), tsdlogistic(1), tsfBm(1), tsfractional(1), tsgaussian(1), tsin-
       tegers(1), tslogistic(1), tspink(1), tsunfairfractional(1), tswhite(1),
       tscoin(1),    tsunfairbrownian(1),    tsfraction(1),   tsshannonmax(1),
       tschangewager(1),   tssample(1),   tsrms(1),   tscoins(1),    tsavg(1),
       tsXsquared(1),  tsstockwager(1),  tsshannonwindow(1), tsmath(1), tsavg-
       window(1),  tspole(1),  tsdft(1),  tsbinomial(1),   tsdeterministic(1),
       tsnumber(1),	tsrmswindow(1),     tsshannonstock(1),	  tsmarket(1),
       tsstock(1), tsstatest(1), tsunfraction(1), tsshannonaggregate(1), tsin-
       stant(1),   tsshannonvolume(1),	tsstocks(1),  tsshannonfundamental(1),
       tstrade(1),  tstradesim(1),  tsrunlength(1),  tsunshannon(1),   tsroot-
       mean(1),    tsrunmagnitude(1),	 tskurtosis(1),   tskurtosiswindow(1),
       tsrootmeanscale(1),  tsscalederivative(1),  tsgain(1),  tsgainwindow(1)
       tscauchy(1), tslognormal(1), tskalman(1), tsroot(1), tslaplacian(1)

DIAGNOSTICS
       Error  messages for incompatible arguments, failure to allocate memory,
       inaccessible files, and opening and closing files.

AUTHORS
       ----------------------------------------------------------------------

       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) 1994-2006, John Conover, All Rights Reserved.

       Comments and/or bug reports should be addressed to:

	   john@email.johncon.com (John Conover)

       ----------------------------------------------------------------------



			       January 17, 2006 	       TSSHANNONMAX(1)