Description: hurst
This function does dispersional analysis on a data series, then does a
Matlab polyfit to a log-log plot to estimate the Hurst exponent of the
series.
This algorithm is far faster than a full-blown implementation of Hurst s
algorithm. I got the idea from a 2000 PhD dissertation by Hendrik J
Blok, and I make no guarantees whatsoever about the rigor of this approach
or the accuracy of results. Use it at your own risk.
- [whittle] - Hurst calculation procedures, using whit
- [hurst] - Solving long-range dependence index proc
- [HHT] - EMD-HHT IS SPECIALLY DESIGNED FOR PROCES
- [R2] - r/s Law of the Chinese matlab function d
- [hurst_myfunction] - calculate the Hurst exponent
- [DFA] - Debug a simple DFA procedures, can be us
- [hurstestimators] - it contains several different methods f
- [Hurst] - Hurst index calculation tool. Use. Txt f
- [hurst] - Calculated hurst index contains many a H
- [elwcode] - Hurst exponent calculation algoritms. Ti
File list (Check if you may need any files):
hurstcaculate.m
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