FNN: MATLAB function to calculate corrected false nearest neighbors

Shapour Mohammadi ()

Statistical Software Components from Boston College Department of Economics

Abstract: This function calculates corrected false nearest neighbors. False nearest neighbors is used for calculation of proper embedding dimension.

Language: MATLAB
Requires: MATLAB
Date: 2009-07-16

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http://fmwww.bc.edu/repec/bocode/f/fnn.m program file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:t741510

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