Lo's modified rescaled range statistic/Hurst's R/S statistic

Versione 1.0.0.0 (886 Byte) da Denis Tkachenko
Computes Lo's (1991) R/S statistic
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Aggiornato 16 lug 2007

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Computes Lo's (1991) R/S statistic, as well as the earlier version due to Hurst (1951)

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Denis Tkachenko (2025). Lo's modified rescaled range statistic/Hurst's R/S statistic (https://it.mathworks.com/matlabcentral/fileexchange/14739-lo-s-modified-rescaled-range-statistic-hurst-s-r-s-statistic), MATLAB Central File Exchange. Recuperato .

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Versione Pubblicato Note della release
1.0.0.0

Adjustment to speed up the procedure, suggested by Marcelo in the comments.