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| Date | File | Tags |
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| 25 Sep 2009 |
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Rescaled Range Analysis My implementation of the Hurst`s Rescaled Range Analysis. Test file included. | 39 | 0 | ||
| 11 Aug 2008 |
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Hurst Unbiased estimator of the Hurst exponent. | 139 | 0 | ||
| 01 Feb 2006 | Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. | 206 | 5 | |||
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