Calculate Complex Hurst
This Matlab example M-file is to calculate the Complex Hurst for Data like Stock Market.
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The Complex Hurst is defined on top of Complex Index of Dispersion for Count, which is based on 1.5th, 2nd and 2.5th order center moment, related to Fractal dimension of fractional Brownian motion. This version 1 program computes the forward complex Hurst, the next release will be for backward one.
Cite As
steed huang (2026). Calculate Complex Hurst (https://www.mathworks.com/matlabcentral/fileexchange/49803-calculate-complex-hurst), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (10.1 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
