搜索资源列表
RSana
- RS分形算法matlab代码实现,既利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm to achieve Matlab code, both RS calculated using time series fractal Hurst index
RSana
- RS分形算法matlab代码实现.于计算HURST指数的分形维数的MATLAB小程序-RS fractal algorithm to achieve Matlab code.HURST index used to calculate the fractal dimension of the MATLAB small procedures
Hurst
- 该函数用于计算不规则几何图形的分形特征：Hurst指数。其中input为一个N行3列的矩阵，s为度量步长，可以取1，2，3，4等。输出output就是Hurst指数-This function is used to calculate the irregular geometry of the fractal characteristics: Hurst index. Output of output is the Hurst index of
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.
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
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.