This is the source code associated with the web page http://www.bearcave.com/misl/misl_tech/wavelets/hurst/index.html There are the following sub-directories in this directory: hurst This is the "main" directory, which contains the C++ source code for the Hurst exponent estimation functions and related tests. The other directories all support the C++ code in this directory. stat Statistics functions (linear regression, autocorrelation, standard deviation, and probability density function calculation) data Source code to read files downloaded from finance.yahoo.com, plus sample market data files freq Wavelet spectrum calculation C++ source code histo Source code for calculating histograms include Wavelet functions

hurst\hurst\data\equities\aa.csv
.....\.....\....\........\amat.csv
.....\.....\....\........\ba.csv
.....\.....\....\........\cof.csv
.....\.....\....\........\ge.csv
.....\.....\....\........\gis.csv
.....\.....\....\........\ibm.csv
.....\.....\....\........\ibm_12year.csv
.....\.....\....\........\ibm_30year.csv
.....\.....\....\........\ibm_monthly.csv
.....\.....\....\........\intc.csv
.....\.....\....\........\mmm.csv
.....\.....\....\........\mrk.csv
.....\.....\....\........\names
.....\.....\....\........\test
.....\.....\....\........\wmt.csv
.....\.....\....\include\yahooTS.h
.....\.....\....\src\tstest.cpp
.....\.....\....\...\tstest.cpp~
.....\.....\....\...\yahooTS.cpp
.....\.....\freq\include\spectrum.h
.....\.....\....\src\spectrum.cpp
.....\.....\histo\include\dbl_sort.h
.....\.....\.....\.......\generic_sort.h
.....\.....\.....\.......\histogram.h
.....\.....\.....\src\histogram.cpp
.....\.....\.urst\acorrtst.cpp
.....\.....\.....\data\brown72.h
.....\.....\.....\....\fgn8.h
.....\.....\.....\....\fgn8_1024.h
.....\.....\.....\doxygenDocConfig
.....\.....\.....\hurststocks.cpp
.....\.....\.....\hursttst.cpp
.....\.....\.....\hurstwave.cpp
.....\.....\.....\include\hurst_base.h
.....\.....\.....\.......\hurst_spectrum.h
.....\.....\.....\.......\hurst_stocks.h
.....\.....\.....\.......\hurst_test_base.h
.....\.....\.....\.......\rescaled_range.h
.....\.....\.....\.......\wave_hurst.h
.....\.....\.....\MainPage
.....\.....\.....\Makefile
.....\.....\.....\Makefile_hurststocks
.....\.....\.....\Makefile_hurstwave
.....\.....\.....\src\hurst_base.cpp
.....\.....\.....\...\hurst_spectrum.cpp
.....\.....\.....\...\hurst_stocks.cpp
.....\.....\.....\...\hurst_test_base.cpp
.....\.....\.....\...\rescaled_range.cpp
.....\.....\.....\...\wave_hurst.cpp
.....\.....\include\daub.h
.....\.....\.......\haar.h
.....\.....\.......\liftbase.h
.....\.....\.......\line.h
.....\.....\.......\line_norm.h
.....\.....\README_HURST
.....\.....\stat\doxygenDocConfig
.....\.....\....\include\autocorr.h
.....\.....\....\.......\lregress.h
.....\.....\....\.......\pdf.h
.....\.....\....\.......\stddev.h
.....\.....\....\lrtest.cpp
.....\.....\....\MainPage
.....\.....\....\Makefile
.....\.....\....\sdtest.cpp
.....\.....\....\.rc\autocorr.cpp
.....\.....\....\...\lregress.cpp
.....\.....\....\...\pdf.cpp
.....\.....\....\...\stddev.cpp
.....\.....\data\equities
.....\.....\....\include
.....\.....\....\src
.....\.....\freq\include
.....\.....\....\src
.....\.....\histo\include
.....\.....\.....\src
.....\.....\.urst\data
.....\.....\.....\include
.....\.....\.....\src
.....\.....\stat\include
.....\.....\....\src
.....\.....\data
.....\.....\freq
.....\.....\histo
.....\.....\hurst
.....\.....\include
.....\.....\stat
.....\hurst
hurst

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