資源簡(jiǎn)介
多重分行的Qcc檢驗(yàn)程 x1 = load('C:\Users\user\Desktop\RMB.txt');
x2 = load('C:\Users\user\Desktop\SSCI.txt');
N=length(x1);
m_max= 1000; % 給定卡方分布自由度 degree of freedom
v = 0;
xx = 0;
Qcc = zeros( m_max,1);
sum1 = sum(x1.^2)*sum(x2.^2);
for m =1 : m_max
for i = 1:m
for k = i+1:N
v = v + x1(k)*x2(k-i);
end
xx = xx + (v^2/sum1)/(N-i);
end
Qcc(m)= (N^2)*xx;
end
d = zeros(m_max,1);
y = zeros(m_max,1);
for m = 1: m_max
d(m) = m;
y(m) = icdf('chi2',0.95,m); %自由度為m,顯著性水平為0.05(概率為0.95)的卡方統(tǒng)計(jì)量值
end
plot(log(d),log(y),log(d),log(Qcc));
序,使用過(guò)的!
代碼片段和文件信息
?x1?=?load(‘C:\Users\user\Desktop\RMB.txt‘);
?x2?=?load(‘C:\Users\user\Desktop\SSCI.txt‘);
?N=length(x1);
?m_max=?1000;?%?給定卡方分布自由度?degree?of?freedom
?v?=?0;
?xx?=?0;
?Qcc?=?zeros(?m_max1);
?sum1?=?sum(x1.^2)*sum(x2.^2);
?for?m?=1?:?m_max
?????for?i?=?1:m
????????for?k?=?i+1:N
??????????v?=?v?+?x1(
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