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RS2
- 自动读取excel的一段数据,一般是股票收盘数据,计算赫斯特指数H值,他的周期及V检验量-A piece of data of automatic reading excel, typically shares closed data, computing hurst index H value, his cycle and V inspection quantity
genhurst
- 计算赫斯特指数Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of the distribution <|x(t+r)-x(t)|^q>/<x(t)^q> ~ r^[qH(q)] The value of H(q) give indi