Hurst exponent

Versione 1.0.0.0 (1,8 KB) da Bill Davidson
This is an implementation of the Hurst exponent that is simpler and quicker than most.
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Aggiornato 1 feb 2006

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This is an implementation of the Hurst exponent calculation that is smaller, simpler, and quicker than most others. It does a dispersional analysis on the data and then uses Matlab's polyfit to estimate the Hurst exponent. It comes with a test driver that you can delete.

Cita come

Bill Davidson (2026). Hurst exponent (https://it.mathworks.com/matlabcentral/fileexchange/9842-hurst-exponent), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R14SP1
Compatibile con qualsiasi release
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Windows macOS Linux
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Versione Pubblicato Note della release
1.0.0.0