TSSHANNONFUNDAMENTAL(1) 			       TSSHANNONFUNDAMENTAL(1)



NAME
       tsshannonfundamental  -	find  the fundamental Shannon probability of a
       time series

SYNOPSIS
       tsshannonfundamental [-p] [-t] [-v] [filename]

DESCRIPTION
       Tsshannonfundamental is for finding the fundamental Shannon probability
       of  a  time  series,  given  a  stocks  value, and the number of shares
       traded.	The value of a sample in the time series is added to the cumu-
       lative  sum of the samples, and the square of the value is added to the
       sum of the squares to make a new time series by dividing the cumulative
       sum  by	the  number  of samples, and the square root of the sum of the
       squares divided by the number of samples for each sample. The new  time
       series is printed to stdout.

       The  input file structure is a text file consisting of records, in tem-
       poral order, one record per time  series  sample.   Blank  records  are
       ignored,  and  comment  records are signified by a '#' character as the
       first non white space character in the record. Data records  must  con-
       tain  at  least two fields, which is the data value of the sample, fol-
       lowed by the volume of the sample, but may contain many more  fields-if
       the  record contains many more fields, then the first field is regarded
       as the sample's time, and the next to the last field  the  value,  with
       the last field as the sample's volume at that time.

       Note that since the average of the normalized increments of a time sam-
       pled time series goes up linearly on the number of samples in a sampled
       interval,  and  the root mean square of the normalized increments go up
       with the square root of the of the  number  of  samples	in  a  sampled
       interval, it would be reasonable to assume that that the average of the
       normalized increments would go up linearly with the trading volume of a
       stock,  and  the  root mean square to go up with the square root of the
       trading volume of a stock.

OPTIONS
       -p     Don't output the time series, only the average values.

       -t     Sample's time will be included in the output time series.

       -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),
       tsrootmean(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        TSSHANNONFUNDAMENTAL(1)