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klacorrfficent

于 2020-12-09 发布文件大小:1KB

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代码说明：

求两个时间序列的相关系数，KL散度。可以比较时间序列之间的相关性(KL divergence && correlation coefficent)

文件列表：

kl&corrfficent
..............\corr_fficent.m,259,2015-12-29
..............\kl.m,352,2015-12-29

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