Correlation dimension

Correlation dimension estimation code.

Version 1.1.0.0 (33.3 KB)
5.6K Downloads
(3)
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 (2026). Correlation dimension (https://www.mathworks.com/matlabcentral/fileexchange/24089-correlation-dimension), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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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