optimize time calculations program

I have a program, composed on a function and a loop (function enclosed and loop below), which takes a lot fo time to be performed. Can someone help me to optimize calculations time, you find also enclosed the function profiling.

X is a vector column (1:4000)

n=length(X);

for j=1:n-499

[H(j, :), pValue(j, :), Lambda(j, :), Orders(j, :)] = chaostest(X(j :j+499)) ;

end

[Steven Lord]

Please don't start a new discussion that duplicates your earlier question. There are already several comments and a few answers in that question.