H=0.7
delta=sqrt(1.7)
mu=0
arr1=zeros(1,1025)
arr1(1025)=normrnd(mu,delta)
n1=length(arr1)-1
num1=[24 8 16 32 64 128 256 512 1024]
for i1=1:length(num1)
sigma= sqrt (1/[2^(2*H*i1)]* delta^2*(1-2^(2*H-2)))
mu=0
num2=1:2:num1(i1)
fori=1:length(num2)
arr1(num2(i)/num1(i1)*n1+1)=1/2*[arr1((num2(i)-1)/num1(i1)*n1+1)+arr1((num2(i)+1)/num1(i1)*n1+1)]+normrnd(mu,sigma)
end
end
R/S程序
xa1=arr1
tao=50:50:length(xa1)
for k=1:length(tao)
for i=1:tao(k)
mxa2(i)=sum(xa1(1:i)-mean(xa1(1:tao(k))));
end
rtao1(k)=max(mxa2)-min(mxa2);
stao1(k)= sqrt(sum((xa1(1:tao(k))-mean(xa1(1:tao(k)))).^2)/tao(k));
end
plot(log(tao),log(rtao1./stao1))
polyfit(log(tao),log(rtao1./stao1),1)
polyfit(log(tao),log(rtao1),1)
tao2= log(tao)
rtao2=log(rtao1./stao1)
polyfit(tao2(1:8), rtao2(1:8),1)
用R/S程序拟合不出分数阶布朗运动程序中生成给的H值,哪位帮忙看一下,感激不尽。