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Correlation dimension

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Correlation dimension

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12 May 2009 (Updated )

Correlation dimension estimation code.

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Description

The folder "dimension" includes algorithms for estimating the correlation dimension using the grassberger-Proccacia approach (corrint.m), the Gaussian-Kernel algorithm (gka.m) and Judd's estimator (judd.m) are provided. As always, estimate the correlation dimension at your own risk.
The "utilities" contains some functions (ikeda.m and embed.m - at least) needed for the programs to work.

MATLAB release MATLAB 7.3 (R2006b)
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Comments and Ratings (3)
19 Dec 2012 deepak  
19 Dec 2012 deepak  
06 Dec 2010 Lola

ikeda. m is missing. Can you please add it?

Updates
16 Aug 2009

Add some functions (ikeda.m and embed.m - at least) needed for the programs to work.

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