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feixiang
- 用于计算hurst指数。可判断股市是否是分形市场或有效市场。供参考。-used to calculate the index hurst. To judge whether the stock market is fractal or effective market. For reference.
Hurst_RS
- hurst宏执行程序，用于时间序列趋势判断-hurst macro execution procedures used to determine time-series trends
hurst-estimator
- 对于Hursr指数估计，本文主要介绍8种方法，包括绝对值法、平滑方差法、残余方差法、R/S法、周期图谱法、修正的周期图谱法、差分方差法和Higchi方法。-For Hursr index estimation, this paper describes eight kinds of methods, including the absolute method, smooth variance method, the residual variance method, R/S method, pe
DFA_Hurst
- 计算hurst值分形分析法MATLAB程序，可以直接使用-MATLAB computing hurst value of fractal analysis, and can be used directly
RSana
- R/S法计算Hurst参数值，操作简单易用。-Calculate the R/S method Hurst parameter value, simple to use.
DFA_Hurst
- 利用DFA法计算时间序列Hurst指数-Calculate the time series of HURST index by DFA
hurst_exponent
- about hurst estimate
arfima_test
- 运用ARFIMA模型对所得的Hurst进行检验-Use ARFIMA model to test the resulting Hurst
hundun_Hurst
- 估计Hurst指数，用于混沌分形分析，减低小波估计的计算量-Estimated Hurst exponent, chaos fractal analysis, and reducing the amount of calculation for wavelet estimation
hurstindex
- Hurst数计算，用于算法交易，非常有用-Hurst index
HURST
- 个人利用Visal Basic语言编写的赫斯特指数计算程序-HUST calculate
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
program
- 股票R/S分析和hurst指数 V统计量图 对数收益率的R/S分析结果-hurst R/S
cantorset
- 康托集算法函数，计算多重分形谱，计算广义Hurst指数。-Cantor set algorithm function, calculation of the multi fractal spectrum, to calculate the generalized Hurst index.
RSana
- 多重分形领域中Hurst指数的计算及主程序运行-Multifractal field Hurst exponent calculation and main run
RSHurstCode
- Hurst指数用以描述自相似性和长期依赖性等自然现象，基于重标极差分析方法，利用VBA实现Hurst指数计算方法。-We caculate Hurst index in VBA based on R/S method.
Desktop
- hurst指数matlab实现，有分段函数和hurst指数的计算函数-hurst index matlab realize, there are sub-functions and hurst index calculation function
MoveHurst2
- 主要包括用重标极差法计算Hurst指数并绘制双对数图-Including the rescaled range method (R/S analysis) to calculate Hurst exponent, function and caller
DMA
- calculation of the Hurst exponent