文件名称:Charles-Li-Multifractal1.0
介绍说明--下载内容均来自于网络,请自行研究使用
Charles Li Multifractal1.0工具箱用于计算股价数据的多层分型谱。
目前主函数为MultifractalRE,用于计算某一天的多层分形谱。
MulDataGenerator和MulGetdate主要用于生成函数所需格式的数据。
TData1.mat中保存的是沪深300 五分钟数据。
scr ipt_MultifractalRE是调用脚本。具体使用说明见每个函数-Charles Li Multifractal1.0 Toolbox data used to calculate the price of many sub-type spectrum. Currently the main function of MultifractalRE, used to calculate a multi-day fractal spectrum. MulDataGenerator and MulGetdate mainly used to generate the required data format function. TData1.mat CSI 300 is stored in five minutes of data. scr ipt_MultifractalRE is calling scr ipt. See detailed instructions for use of each function
目前主函数为MultifractalRE,用于计算某一天的多层分形谱。
MulDataGenerator和MulGetdate主要用于生成函数所需格式的数据。
TData1.mat中保存的是沪深300 五分钟数据。
scr ipt_MultifractalRE是调用脚本。具体使用说明见每个函数-Charles Li Multifractal1.0 Toolbox data used to calculate the price of many sub-type spectrum. Currently the main function of MultifractalRE, used to calculate a multi-day fractal spectrum. MulDataGenerator and MulGetdate mainly used to generate the required data format function. TData1.mat CSI 300 is stored in five minutes of data. scr ipt_MultifractalRE is calling scr ipt. See detailed instructions for use of each function
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下载文件列表
Charles Li Multifractal1.0
..........................\AlphaR.m
..........................\Charles Li Multifractal1.0使用说明.txt
..........................\MulDataGenerator.m
..........................\MulGetdate.m
..........................\MultifractalRE.m
..........................\Script_MultifractalRE.m
..........................\TData.mat
..........................\TData1.mat