matlab bds,BDS检验

function [w, sig, c, c1, k] = bds (series, maxdim, distance, flag, maxram)

if nargin < 5

maxram = 150;

elseif maxram > 500

disp('Are you sure you have so much memory available?')

error('If so, you need to edit the code, otherwise try again with a lower value.')

end

if nargin < 4

flag = 0;

elseif ~any(flag == [0 1])

error('Unknown method for determining dimensional distance; try again with 0 or 1.')

end

if nargin < 3

distance = 1.5;

elseif distance < 0

error('The dimensional distance parameter must be positive.')

elseif flag == 1 & distance > 1

error('The correlation integral cannot exceed 1.')

end

if nargin < 2

maxdim = 2;

elseif maxdim < 1

error('The dimension needs to be at least 1.');

end

if nargin < 1

error('Cannot compute the BDS statistic on nothing.')

end

[rows,cols] = size(series);

if rows > 1 & cols == 1

n = rows;

series = series';

elseif cols > 1 & rows == 1

n = cols;

elseif cols > 1 & rows > 1

n = cols*rows;

series = series(:)'; % transformation into a row vector

disp(sprintf('\aTransformed matrix input into a single column.'))

else

error('Cannot compute the BDS statistic on a scalar!')

end

%%%%%%%%%%%% Determination of and preparations for fastest method given MAXRAM %%%%%%%%%%%

fastbuild = 0.000016 * (1:52) .* pow2(1:52); % memory requirements

slowbuild