I'm using a code to estimate a hurst coefficient MFDFA procedure, Hurst coefficient is the slope of logFq(s) vs log(s) for q=2, i use polyfit function like this:
for nq=1:length(q),
C = polyfit(log2(scale),log2(Fq(nq,:)),1);
Hq(nq) = C(1);
Aq(nq)= C(2) ;
qRegLine{nq} = polyval(C,log2(scale));
end
How can i improve this estimation by giving also the error terms of Aq and Hq?
Bests

답변 (1개)

tilfani oussama
tilfani oussama 2018년 5월 6일

0 개 추천

ALso my question is only about SE of coefficient estimated in the simple

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도움말 센터File Exchange에서 Probability Distributions and Hypothesis Tests에 대해 자세히 알아보기

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2018년 5월 6일

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2018년 5월 6일

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