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FRACTALDIM: MATLAB function to compute fractal dimension


  • Shapour Mohammadi

    () (University of Tehran)


This mfile computes fractal dimension by box counting (BC) method. Running the code may take a little time, because it calculates dimensions for all embedding dimensions up to M. This code is based on an algorithm that constructs a box for the first observation and for other observations test which it belongs to previous box(s). If the observation belongs to one of the existent boxes then increases number of points in the relevant box, otherwise makes a new box. Algorithm of this code uses only rounding down and it does not need binary coding, sorting and so on. It uses only transformation data to [0,2^32-1] range and finding valid boxes based on Leibovich and Toth(1989).

Suggested Citation

  • Shapour Mohammadi, 2009. "FRACTALDIM: MATLAB function to compute fractal dimension," Statistical Software Components T741507, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:t741507

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