pss
Computes phase space size.
Syntax
pss(x)
pss(x,m,t)
[y z]=pss(...)
[y z]=pss(...,'param')
Description
pss(...) computes the maximal phase space diameter of embedded data series x, with the embedding parameters dimension m and lag t. A norm can be specified with an additional parameter.
[y z]=pss(...) computes the maximal y and the averaged z phase space diameter.
Parameters
Parameter for used norm. | ||
'maxnorm' | -  | Maximum norm. |
'euclidean' | - | Euclidean norm (default). |
'minnorm' | - | Minimum norm. |
Example
a = sin((1:1000) * 2 * pi/67);
[maxD avgD]=pss(a,2,17,'maxnorm')