Correlation dimension

Version 1.1.0.0 (33.3 KB) by Peng Yuehua
Correlation dimension estimation code.
1.3
(3)
5.5K Downloads
Updated 16 Aug 2009

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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.

Cite As

Peng Yuehua (2024). Correlation dimension (https://www.mathworks.com/matlabcentral/fileexchange/24089-correlation-dimension), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006b
Compatible with any release
Platform Compatibility
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dimension/

utilities/

Version Published Release Notes
1.1.0.0

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

1.0.0.0