Code covered by the BSD License
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RS(sequence,isplot)
% 'RS' estimate the hurst parameter of a given sequence with R/S method.
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absval(sequence,isplot,moment...
% 'absval' estimate the hurst parameter of a given sequence with absolute
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aggvar(sequence,isplot)
% 'aggvar' estimate the hurst parameter of a given sequence with aggregate
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boxper(sequence,isplot,boxnum...
% 'boxper' estimate the hurst parameter of a given sequence with modified
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diffvar(sequence,isplot)
% 'diffvar' estimate the hurst parameter of a given sequence with
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higuchi(sequence,isplot)
% 'higuchi' estimate the hurst parameter of a given sequence with
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hurst_estimate(sequence,metho...
% 'hurst_estimate' estimate the hurst parameter of a given sequence with
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peng(sequence,isplot)
% 'peng' estimate the hurst parameter of a given sequence with residuals
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per(sequence,isplot)
% 'per' estimate the hurst parameter of a given sequence with periodogram
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View all files
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hurst parameter estimate
by Chu Chen
This routine estimate the long-range dependence of a sequence with several methods.
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| All files for hurst parameter estimate |
/hurst estimator/FGN.mat
/hurst estimator/README.txt
/hurst estimator/RS.m
/hurst estimator/absval.m
/hurst estimator/aggvar.m
/hurst estimator/boxper.m
/hurst estimator/diffvar.m
/hurst estimator/higuchi.m
/hurst estimator/hurst_estimate.m
/hurst estimator/peng.m
/hurst estimator/per.m
/license.txt
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