Code covered by the BSD License
function fit=gka_kphi(xi,b,m,tau); %function fit=gka_kphi(xi,b,m,tau); % %return RMS error of the fit of % b(m)=phi*exp(-m*K*tau) % %where % xi(1)=phi : constant % xi(2)=K : entropy % b : b(m)=phi*exp(-m*K*tau) % m=m : embedding dimension % tau=tau : embedding lag % %no check of args is done (to speed up calculation) % % For more info, read README % % Michael Small % ensmall@polyu.edu.hk % 28/2/02 k=xi(1); phi=xi(2); fit=phi.*exp(-m*k*tau); fit=b-fit; fit=sum(fit.^2); %Euclidean norm
Contact us at files@mathworks.com