R/S 计算Hurst指数.为金融研究提供更为便捷的途径-R/S calculation of Hurst index. For the financial study provides a more convenient way for

The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent. Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of t