R/S分形算法matlab代码实现,既利用R/S方法计算时间序列的分形hurst指数-R/S fractal algorithm matlab code to calculate the fractal hurst index time series both use R/S method

The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent. Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of t