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 indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian motion, deviations form 0.5 and dependency on q are indications of multi-fractality and time-correlations.-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 indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian motion, deviations form 0.5 and dependency on q are indications of multi-fractality and time-correlations.