是不是这个？
- function [ln_r,ln_C]=G_P(data,N,tau,min_m,max_m,ss)
- % the function is used to calculate correlation dimention with G-P algorithm
- % data:the time series
- % N: the length of the time series
- % tau: the time delay
- % min_m:the least embedded dimention m
- % max_m:the largest embedded dimention m
- % ss:the stepsize of r
- %skyhawk
- for m=min_m:max_m
- Y=reconstitution(data,N,m,tau);%reconstitute state space
- M=N-(m-1)*tau;%the number of points in state space
- for i=1:M-1
- for j=i+1:M
- d(i,j)=max(abs(Y(:,i)-Y(:,j)));%calculate the distance of each two
- end %points in state space
- end
- max_d=max(max(d));%the max distance of all points
- d(1,1)=max_d;
- min_d=min(min(d));%the min distance of all points
- delt=(max_d-min_d)/ss;%the stepsize of r
- for k=1:ss
- r=min_d+k*delt;
- C(k)=correlation_integral(Y,M,r);%calculate the correlation integral
- ln_C(m,k)=log(C(k));%lnC(r)
- ln_r(m,k)=log(r);%lnr
- fprintf('%d/%d/%d/%d\n',k,ss,m,max_m);
- end
- plot(ln_r(m,:),ln_C(m,:));
- hold on;
- end
- fid=fopen('lnr.txt','w');
- fprintf(fid,'%6.2f %6.2f\n',ln_r);
- fclose(fid);
- fid = fopen('lnC.txt','w');
- fprintf(fid,'%6.2f %6.2f\n',ln_C); fclose(fid);
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发表于 2006-6-4 18:26
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发表于 2006-6-7 08:25
楼主
发表于 2006-11-7 19:23
