Rescaled Range Analysis

Version 1.0.0.0 (1.61 KB) by Kirill Petukhov
My implementation of the Hurst`s Rescaled Range Analysis. Test file included.
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2.2K Downloads
Updated 25 Sep 2009

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Cite As

Kirill Petukhov (2024). Rescaled Range Analysis (https://www.mathworks.com/matlabcentral/fileexchange/25414-rescaled-range-analysis), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP1
Compatible with any release
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Version Published Release Notes
1.0.0.0