Filter löschen
Filter löschen

Variance and covariances in multiscale

2 Ansichten (letzte 30 Tage)
tilfani oussama
tilfani oussama am 23 Jun. 2018
I want to code for DFA and DCCA based regression, to do i would like to code a detrended scale covariance and variance, as described in equation 4 and 5 in the following paper:
https://arxiv.org/pdf/1411.0496.pdf
The beta coefficient is in eq 6 in the same paper.
When comparing my results to those found by the author in another paper when he made estimation, i have some differences. May be something wrong in my code.
inclosed the codes used to compute DFA and DCCA
if true
% code
end

Antworten (0)

Kategorien

Mehr zu Fractals finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by