hi all,
I am not sure if this is easy or not but I am struggling with the following:
Say that I have a vector Xt (10,000*1) of daily stock returns. I built this partition function formula:
for j=1:125;
E=Xt(1:j:end);
EE=diff(E(2:end));
EEE=diff(E(1:end-1));
Sq(j)=sum(abs(EE-EEE).^3);
end;
where j=1:125 is the various intervals that I wish to calculate the difference EE-EEE from the vector Xt. Now, what is the most efficient way for me to calculate the EE-EEE using non integer numbers?
If I construct a new vector as follow:
expo=0:1000;
A=1.1*ones(size(expo));
ddt=A.^expo;
in ddt there are numbers in which I would like to implement rather than 1:125.
(ddt vector looks like [1 1.1 1.21 1.331 1.4641 1.61051 1.771561 1.9487 2.14358]
What's the best way for to achieve this? In my orignal formula, I generate a Sq vector of size 1X125 for integer intervals but I want more numbers therefore I must turn to non-integer numbers.
Thank you very much for the help!
