rs分析.m

来自「混沌与分形理论是最新兴起的金融市场理论」· M 代码 · 共 16 行

clear
h=0.005;t=0:h:1;
x=12*sin(2*pi*10*t+pi/4)+5*cos(2*pi*40*t);
X=fft(x);f=t/h;
subplot(2,1,1)
plot(t,x)
subplot(2,1,2)
plot(f(1:floor(length(f)/2)),abs(X(1:floor(length(f)/2))))
figure(2)
[logRS,logERS,V,logn,H,EH,t1,t2]=rsana(x,10:length(x)/2,'Hurst')
subplot(2,1,1)
m=length(logn);
plot(f(1:floor(m/2)),logRS(1:floor(m/2)))
subplot(2,1,2)
plot(f(1:floor(m/2)),V(1:floor(m/2)))