rs.m

clear;
clc;
Z=load('inputtest.txt'); %  
m=length(Z); %  
x=zeros(1,m); %  
y=zeros(1,m);
y2=zeros(1,m);

for tau=3:m
    X=zeros(1,tau);    
    Zsr=mean(Z(1:tau)); % 
    
    for t=1:tau
    X(t)=sum(Z(1:t)-Zsr); % 
    end;    
    
    R=max(X)-min(X); %
    S=std(Z(1:tau),1); % 
    H=log10(R/S)/log10(tau/2); %  
    
    x(tau)=log10(tau); %    
    y(tau)=H; % H-
    y2(tau)=log10(R/S); % RS-
end;

plot(x,y,'k--',x,y2,'k-'),legend('H-track','R/S-track','Location','South')
xlabel('lg(number of test)'),ylabel('lg(R/S)')
axis([x(1) x(end) -inf +inf]),drawnow
figure(gcf)