搜索资源列表
rs2
- R/S分析的程序,用来计算Hurst指数用的-R / S analysis procedures used to calculate the index Hurst
hurst
- 利用R/S的各种修正版本计算HURST指数
rs
- 利用GAUSS进行R/S分析,并可由此计算HURST指数,可直接运行
RSana.rar
- 用R/S估算法计算时间序列的HURST指数,With R/S method to estimate time series HURST index
RSmatlab
- 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
Hurst_index
- R/S分形计算H指数,可以替换成自己的数据,很方便-R/S calculation of the fractal index H can be replaced by their own data, it is convenient
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
r_sn
- R/S分析法中如何求解重标极差,得到后使用最小二乘估计就可以得到,Hurst指数-R/S analysis method on how to solve the rescaled range, obtained after the least-squares estimation can be used, Hurst index
RSana
- Hurst指数计算程序Performs R/S analysis on a time series-Performs R/S analysis on a time series
hurst
- 用R/S方法来求hurst指数,matlab程序-R/S method to seek hurst index, matlab program
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
Thurrstth
- 运用R/S的各种修正正版本计算HURST指数 -Use of R/S is a variety of correction is version calculation HURST index
hurst
- 分形分析的R/S重标极差方法求Hurst指数-Fractal analysis of R/S rescaled range method for the Hurst exponent
hurstcompute
- 利用重标极差的方法来计算hurst指数的MATLAB程序(Hurst index was calculated by R/S method)
修正RS检验
- 实现修正R/S检验,hurst指数,应用于股票、汇率等方面。(Revised R / S test, hurst index)
Hurst指数
- 描述非函数长周期的重要指标,Hurst指数进行预测未来变化趋势分析。(An important index for describing the long period of non function, Hurst index to predict future change trend analysis.)
RS分析程序
- MATLAB中关于R/S分析法的程序,R/S分析的程序,用来计算Hurst指数用的(The program on R/S analysis in MATLAB)
Hurst
- 经典的R/S分析法计算油价收益率的Hurst指数,并有图例展示(Calculation of Hurst Index by Classical R/S Method)
Hurst指数及数据
- 用来求时间序列的Hurst指数、修正Hurst指数以及V统计量(平均循环周期)(Hurst index, modified Hurst index and V statistic (mean cycle period) for time series)
r/s分析方法
- r/s分析方法,分析着股票市场,和各个市场之间进行的Hurst指数,详细讲述了其过程。