Code to calculate a cross correlation function for many scales

I would like to calculate a cross correlation function on many scales, in the file attached chapter 2 Multiscale correlation function. I don't know if the code here is the right one, i have some small differences with results in the paper. >> X=cumsum(x); %%integrate and set profile series

>> Y=cumsum(y);

>> X=transpose(X);

>> Y=transpose(Y);

>> N=length(X);

for n=3:150,

for i=1:N-n,

ind1=i;

ind2=i+n;

index=(ind1:ind2);

C0=polyfit(index, X(index),1);

C1=polyfit(index,Y(index),1);

fit0=polyval(C0,index);

fit1=polyval(C1,index);

Cov{n}(i)=(1/(n-1))*sum((X(index)-fit0).*(Y(index)-fit1));

CovX{n}(i)=(1/(n-1))*sum((X(index)-fit0).*(X(index)-fit0));

CovY{n}(i)=(1/(n-1))*sum((Y(index)-fit1).*(Y(index)-fit1));

end

CovXY(n)=(1/(N-n))*sum(Cov{n});

VarX (n)=(1/(N-n))*sum(CovX{n});

VarY (n)=(1/(N-n))*sum(CovY{n});

end

for j=1:150

rho (j)=CovXY(j)/sqrt(VarX(j).*VarY(j));

end

Answer 1

[tilfani oussama]

this is the paper of reference, look at paragraph 2 Multiscale cross correlation