www.gusucode.com > wavelet 源码程序 matlab案例代码 > wavelet/MultiscaleCorrelationInTabularFormExample.m

    %% Multiscale Correlation in Tabular Form
% Output results from |modwtcorr| in tabular form. Obtain the MODWT of the 
% DM-USD and JY-USD exchange returns down to level six using the Daubechies
% wavelet with two degrees of freedom ('db2'). Output the results in a
% table.

% Copyright 2015 The MathWorks, Inc.

load DM_USD;
load JY_USD;
wdm = modwt(DM_USD,'db2',6);
wjy = modwt(JY_USD,'db2',6);
corrtable = modwtcorr(wdm,wjy,'db2','table')