A Generalized Fast Algorithm for BDS-Type Statistics
关键词: Statistics 、 Pascal (programming language) 、 Nonlinear system 、 Algorithm 、 Finite set 、 FSA-Red Algorithm 、 Histogram 、 Cornacchia's algorithm 、 Delphi 、 Mathematics 、 Ramer–Douglas–Peucker algorithm
摘要: We provide a fast algorithm to calculate the m-dimensional distance histogram on which Brock, Dechert, and Sheinkman's (1987) BDS-type statistics are based. The generalizes due LeBaron by calculating for any finite set of distances simultaneously, also using induction in m. By reordering calculation appropriately, requires less memory time. two algorithms compared LeBaron's MS-DOS implementation C our Delphi (Windows Pascal) program. generalized is faster when more than few values m M (the parameter) required, up 255 short-integer arithmetic.
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