G-P算法计算关联维的 Matlab 程序 (升级版，mex函数，超快) ----------------------------------- 更新部分： 引入限制短暂分离参数，使该参数大于序列平均周期时，去除了同一轨道前后点的关联， 使 r 值较小时，ln r - ln C(r) 曲线接近线性-G-P method to calculate the correlation dimension of the Matlab program (upgrade versi

R/S分析，matlab程序，虽然比较繁琐，但还好使，请多多关注,R/S

matlab程序画图，常见分形图，function cantor(A,B) c=1 p=0 figure hold on plot([A(2) B(2)],[A(1) B(1)], r* ) while norm(A(1,:)-B(1,:))>=1 C=[] D=[] for i=1:size(A,1) a=A(i,:)+(B(i,:)-A(i,:))/3 b=A(i,:)+2*(B(i,:)-A(i,:))/3 C=

计算赫斯特指数Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of the distribution <|x(t+r)-x(t)|^q>/<x(t)^q> ~ r^[qH(q)] The value of H(q) give indi