中文说明：
求两个时间序列的相关系数，KL散度。可以比较时间序列之间的相关性
English Description：
Calculate the correlation coefficient, KL divergence of two time series. The correlation between time series can be compared
Find the correlation coefficient, KL divergence of two time series
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中文说明：
求两个时间序列的相关系数，KL散度。可以比较时间序列之间的相关性
English Description：
Calculate the correlation coefficient, KL divergence of two time series. The correlation between time series can be compared
kl&corrfficent
..............\corr_fficent.m
..............\kl.m