Description: Function [Fdgen NoisfreFD ]=fractaldim(y,Q,M)
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Usage: Computes fractal dimension by box counting(BC) method.
NOTE: Running the code may take a little time, because it calculates
dimensions for all embedding dimensions up to M.
This code is based on an algorithm that constructs a box for the first
observation and for other observations test which it belongs to previous
box(s). If the observation belongs to one of the existent boxes then
increases number of points in the relevant box,otherwise makes a new box. the algorithm of this code uses only rounding down and it does not need
binary coding, sorting and so on. It uses only transformation data to [0,2^32-1] and finding valid boxes based on Leibovich and Toth(1989). Inputs: y is a vector time series. q stands for generalized dimension q=1 entropy dimension,q=2 correlation dimension and so on. q=0 is box counting dimen
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| fractaldim(y | Q | M).docx |
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