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ComputeHurst
- 该代码为原创，用vc实现。代码实现的功能为计算网络流量的自相似指数hurst。里面包括了一个试验数据文件packetnumber1.dat，有需要的可以验证代码的正确性。-the original code using vc achieve. Code the function to calculate the flow of network self-similarity index hurst. Includes a pilot packetnumber1.dat data files, n
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.
hurstZS.rar
- 另一种赫斯特指数的算法，此算法计算速度要快，但精度不及另一个。,Another Hurst exponent of the algorithm, this algorithm is faster, but the precision of less than another.
Hurst exponent estimation functions and related tests
- hurst.zip Hurst exponent estimation functions and related tests
hurst2
- 一维数据的赫斯特指数算法一，通过R/S算法计算，速度快。-One-dimensional data in a Hurst exponent algorithm, through the R/S algorithm, fast.
MPointM
- 终点位移法生成具有确定维数的程序，通过指定赫斯特指数，可以得到具有所需的维数的曲线。-Generated with the end of displacement method to determine dimension procedures, through the designation of Hurst index, could be to have the necessary dimension of the curve.
RSmatlab
- R/S分析法计算logRS值, 然后通过最小二乘法回归即可得到hurst参数的估计值.-R/S analysis method logRS value, and then return can be obtained through the least square method hurst parameter estimate.
Hurst_VBA
- Hurst指数代码，欢迎各位下载使用，如有错误请明示-Hurst index code, and welcome to download and use, if any error, please express
hurst_exponent
- 使用经典R/S方法计算赫斯特指数，以衡量数据的分型特性-using R/S method to caculate the Hurst exponent
On-Hurst-exponent-estimation-under-heavy-tailed.z
- sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
Calc_Hurst
- Hurst指数的计算,应用于非周期时间序列的平均周期计算-Calculate Hurst Exponent
hurst
- 分形计算Hurst指数的程序，不过要结合EVIEWS软件一起完成-Calculation of the fractal index Hurst procedures, but to combine with EVIEWS software finish together.
HURST
- 个人利用Visal Basic语言编写的赫斯特指数计算程序-HUST calculate
hurst-estimators
- Hurst指数是描述非函数长周期的重要指标。它有别于传统单位根检验，可以发现时间序列存在的超长周期性，可以用于判断市场风险，-Hurst exponent describing the long period of non-function important indicator. It is different the traditional unit root tests, we can find the presence of long periodic time series, can
Desktop
- 三种方法计算计算Hurst指数（R/S）(Calculation and calculation of Hurst index (R/S) by three methods)