Hurst exponent

버전 1.0.0.0 (1.8 KB) 작성자: Bill Davidson
This is an implementation of the Hurst exponent that is simpler and quicker than most.
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다운로드 수: 14.7K
업데이트 날짜: 2006/2/1

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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.

인용 양식

Bill Davidson (2024). Hurst exponent (https://www.mathworks.com/matlabcentral/fileexchange/9842-hurst-exponent), MATLAB Central File Exchange. 검색됨 .

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1.0.0.0