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Correlation dimension

from Correlation dimension by Peng Yuehua
Correlation dimension estimation code.

fit=gka_dsb(xi,m,bands,gki,ss); 
function fit=gka_dsb(xi,m,bands,gki,ss);

%function fit=gka_dsb(xi,m,bands,gki,ss);
%
%return RMS error of the fit of b*(h^2/(h^2+s^2))^(m/2)*((h^2+s^2)/m)^(D/2) to gki(h)
%where
% xi(1)=D    : correlation dimension
% xi(2)=s    : noise level
% xi(3)=b    : coefficient (entropy term times constant)
% m=m        : embedding dimension
% h=bands    : bandwidths
% gki(h)=gki : Gaussian kernel correlation integral
%
%no check of args is done (to speed up calculation)
%
% For more info, read README
%
% Michael Small
% ensmall@polyu.edu.hk
% 28/2/02

d=xi(1);
s=xi(2);
b=xi(3);

h2=bands.^2;

fit=b * [(h2./(h2+s.^2)).^(m/2)] .* [((h2+s.^2)./m).^(d/2)];
fit=gki-fit;
fit=(fit.^2)*ss'; %Euclidean norm

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