Description: The degree of dependence of a time serie is measured by Hurst paramrter.
AVB, R/S, VT, PG, Wavelet methods are given in this package.
- [hurst] - Use of R/S calculation of the various am
- [hurst] - Solving long-range dependence index proc
- [Wavelet_Estimation] - Calculation of the Hurst coefficient of
- [hurst] - Hurst index calculation matlab program
- [hurst_myfunction] - calculate the Hurst exponent
- [hurstestimators] - it contains several different methods f
- [hurst] - Calculated hurst index contains many a H
- [hurst-exponent] - hurst Index hints: first import (import)
- [elwcode] - Hurst exponent calculation algoritms. Ti
- [vrt1] - Variance ratio based on statistics calcu
File list (Check if you may need any files):
eH\AV.asv
..\AV.fig
..\av.m
..\avb1.fig
..\avb2.fig
..\avb3.fig
..\avb4.fig
..\avE.asv
..\avE.m
..\average.m
..\averageb3.m
..\averageb4.asv
..\averageb4.m
..\averageb5.m
..\averageh.asv
..\avf.m
..\b2.txt
..\b3.txt
..\b4.txt
..\b5.txt
..\ci.m
..\cib2.asv
..\cib2.m
..\cib3.m
..\cib4.m
..\cib5.m
..\comb2.asv
..\comb2.fig
..\comb2.m
..\comb22.fig
..\comb3.asv
..\comb3.fig
..\comb3.m
..\comb4.fig
..\comb4.m
..\comb5.asv
..\comb5.fig
..\comb5.m
..\compare.asv
..\compare.m
..\compareb2.asv
..\compareb2.fig
..\compareb2.m
..\compareb3.asv
..\compareb3.fig
..\compareb3.m
..\compareb4.fig
..\compareb4.m
..\compareb5.asv
..\compareb5.fig
..\compareb5.m
..\curve.asv
..\curve.fig
..\curve.m
..\curve1.m
..\curveb1.fig
..\curveb2.fig
..\curveE.asv
..\curveE.m
..\curvef.asv
..\curvef.m
..\curvef1.m
..\d1.txt
..\fgn.m
..\fgn.txt
..\least_square.asv
..\least_square.m
..\PG.asv
..\PG.m
..\PG1.asv
..\PG1.m
..\pgb2.fig
..\pgE.m
..\pgf.asv
..\pgf.m
..\plotb2.fig
..\plotb2.m
..\RS.asv
..\RS.fig
..\RS.m
..\rsb1.fig
..\rsb2.fig
..\rsb3.fig
..\rsb4.fig
..\rsb5.fig
..\rsE.m
..\rsf.m
..\test.m
..\test1.m
..\test2.asv
..\test2.m
..\testwave.m
..\VTP.asv
..\VTP.fig
..\VTP.m
..\vtpb2.fig
..\vtpE.m
..\vtpf.m
..\wave2.txt
..\waveb1.fig
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