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')