Effacer les filtres
Effacer les filtres

Variance and covariances in multiscale

2 vues (au cours des 30 derniers jours)
tilfani oussama
tilfani oussama le 23 Juin 2018
I want to code for DFA and DCCA based regression, to do i would like to code a detrended scale covariance and variance, as described in equation 4 and 5 in the following paper:
https://arxiv.org/pdf/1411.0496.pdf
The beta coefficient is in eq 6 in the same paper.
When comparing my results to those found by the author in another paper when he made estimation, i have some differences. May be something wrong in my code.
inclosed the codes used to compute DFA and DCCA
if true
% code
end

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