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| File Information |
| Description |
Usage:
[H,sigma]=hurst(d [,k])
INPUTS:
. d: data
. k: scales which will be used in the determination.
. (k may also be of the form [mink maxk] or simly [maxk] which will
. run faster than explicitly specifying the scales)
INPUTS:
. H: hurst exponent estimate.
. sigma: standard dev estimate.
Will make a plot if called with no output arguments.
Author: Aslak Grinsted 2007
Here's a blog post about hurst exponents, significance and ar1 noise: http://tamino.wordpress.com/2008/06/10/hurst/
zip also includes an ar1 function. |
| MATLAB release |
MATLAB 7 (R14)
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| Zip File Content |
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| Other Files |
hurst.m,
ar1.m
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| Comments and Ratings (1) |
| 01 Oct 2008 |
Vladimir Karlovsky
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