Code to estimate Hurst Exponent

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

calculate the hurst exponent