www.gusucode.com > C-C方法计算时间延迟和嵌入维数计算Lyapunov指数计算关联维数混沌时间序列预测 > code/Chaos Toolbox Ver.2.0/Main/correlation_integral.m
function C_I=correlation_integral(X,M,r) %the function is used to calculate correlation integral %C_I:the value of the correlation integral %X:the reconstituted state space,M is a m*M matrix %m:the embedding demention %M:M is the number of embedded points in m-dimensional sapce %r:the radius of the Heaviside function,sigma/2<r<2sigma %calculate the sum of all the values of Heaviside %skyhawk sum_H=0; for i=1:M % fprintf('%d/%d\n',i,M); for j=i+1:M d=norm((X(:,i)-X(:,j)),inf);%calculat the distances of each two points in matris M with sup-norm sita=heaviside(r,d);%calculate the value of the heaviside function sum_H=sum_H+sita; end end C_I=2*sum_H/(M*(M-1));%the value of correlation integral