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RSana2
- 应用matlab进行编程,利用R/S分析,计算Hurst指数-Application of matlab programming, using the R/S analysis to calculate the Hurst exponent
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