搜索资源列表
Hurst
- hurst指数计算宏,计算简单,效率较高
Hurst-1
- Hurst指数在股票市场有效性分析中的应用，matlab计算。-Hurst index effectiveness analysis in the stock market, the application Matlab calculations.
hurst
- 利用R/S的各种修正版本计算HURST指数
hurst
- 计算hurst 指数的 matlab 程序
HURST指数计算MATLAB程序
- 计算HURST指数的程序
hurst的matlab程序_2
- hurst的matlab程序,适用性较强，请大家放心下载使用
Hurst参数的求法matlab代码
- 汇集了常用的求时间序列Hurst参数的方法
hurstZS.rar
- 另一种赫斯特指数的算法，此算法计算速度要快，但精度不及另一个。,Another Hurst exponent of the algorithm, this algorithm is faster, but the precision of less than another.
hurstcaculate.rar
- hurst指数估计 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
Hurst exponent estimation functions and related tests
- hurst.zip Hurst exponent estimation functions and related tests
RSana
- 通过在Matlab上实现对指定时间序列的赫斯特指数的计算 -Matlab to achieve by the specified time series Hurst index of
HurstEstimator
- 分形分析中很重要的Hurst指数的计算程序,并包含Hurst指数等于0.7和0.8的两个样本序列-Fractal Analysis of a very important Hurst index calculation program, and includes Hurst index equal to 0.7 and 0.8 in two samples of sequences
RSmatlab
- R/S 计算Hurst指数.为金融研究提供更为便捷的途径-R/S calculation of Hurst index. For the financial study provides a more convenient way for
hurst2
- 一维数据的赫斯特指数算法一，通过R/S算法计算，速度快。-One-dimensional data in a Hurst exponent algorithm, through the R/S algorithm, fast.
HurstByRS
- 将源码保存为.m文件，程序生成logR/S，在matlab中循环调用这个文件，生成多个不同时间尺度的logR/S，然后求出logR/S与logN的直线斜率即是Hurst。-Will be saved as a source. M documents, procedures to generate logR/S, in the cycle of calling matlab in this document, to generate a number of different time scale
hurst_expo.m
- hurst parameter: 給入一序列的資類，程式會畫出husrt 參數的figure和估計值 例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_expo (sin (0:0.01:5* pi))
hurst_myfunction
- calculate the Hurst exponent
hurstestimators
- 包含了采用不同方法计算hurst指数的matlab程序- it contains several different methods for hurst exponent computation,including rs wavelet and so on
Hurst指数及数据
- 用来求时间序列的Hurst指数、修正Hurst指数以及V统计量（平均循环周期）(Hurst index, modified Hurst index and V statistic (mean cycle period) for time series)