中文说明:
用matlab实现去趋势互相关分析的DCCA算法,将两组数据分析其协方差,最后得到DCCA指数,并进行T检验。
English Description:
The DCCA algorithm of detrended cross-correlation analysis is realized with MATLAB. The covariance of two groups of data is analyzed, and finally the DCCA index is obtained and t-test is carried out.