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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
Sub-Hurst
- 计算Hurst指数的小程序，excel用VBA编写-Hurst exponent calculated small program, excel written in VBA
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.
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-exponent
- hurst 指数计算程序 提示：先导入（import）时间序列数据，再进行计算。-hurst Index hints: first import (import) time-series data, and then calculated.
hurst
- hurst指数 This the source code associated with the web page http://www.bearcave.com/misl _tech/wavelets/hurst/index.html There are the following sub-directories in this directory: hurst This is the "main" directory, which contains
elwcode
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
RS
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
hurst_exponent.m
- estimating Hurst exponent of the data series given
estimate_hurst_exponent
- matlab程序，用于求时间序列的hurst指数，判断数据的长程关联性。 -the matlab procee for calculating the Hurst Exponent for a time series data--Hurst Exponent
genhurst
- Code to estimate Hurst Exponent
Hurst
- One way to determinate the Hurst exponent
Hurst2
- One way to determinate the Hurst exponent The diference is the form of the partitions for the range. They are helpfull to compare.
On-Hurst-exponent-estimation-under-heavy-tailed.z
- sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
An-example-for-the-Hurst-exponent-analysis
- this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis
genhurst
- calculate the hurst exponent
DFA时变HURST指数
- DFA 方法下时变 Hurst 指数程序(A time variant Hurst exponent program under DFA method)