www.pudn.com > C-C.rar > correlation_integral.m, change:2004-07-29,size:752b

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 
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 
C_I=2*sum_H/(M*(M-1));%the value of correlation integral