Rank: 810 based on 86 downloads (last 30 days) and 8 files submitted
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Bill Davidson

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Physics, Math, Programming

 

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Files Posted by Bill View all
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(last 30 days) 		Comments Rating
14 Nov 2008 Screenshot Quaternion belt-trick This program demonstrates the quaternion belt-trick. Author: Bill Davidson quaternion belttrick, dirac belttrick, waiter trick, physics, rotations, knot theory 4 0
17 Mar 2006 Screenshot pop-up file viewer This is a pop-up file viewer that can handles Matlab MAT files Author: Bill Davidson gui tools, example, view files binary mat 8 0
  • 3.0
3.0 | 1 rating
08 Feb 2006 Screenshot candlesticks This is a simple little function that chars Japanese candlesticks Author: Bill Davidson finance, modeling, analysis, japanese candlesticks... 4 3
  • 5.0
5.0 | 2 ratings
03 Feb 2006 Call a waitbar from within a DLL written in C Example code for embedding a call to the Matlab waitbar() function from within a DLL written in C Author: Bill Davidson external interface, c, matlab, dll, waitbar 2 3
  • 3.0
3.0 | 3 ratings
01 Feb 2006 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson fracta, analysis of time seri..., hurst exponent, dispersional analysis, probability, statistics 60 9
  • 4.75
4.8 | 4 ratings
Comments and Ratings on Bill's Files View all
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04 May 2011 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson Nicolas, Guyennon

Navin,

Tomaso Aste has uploaded (18 Jan 2011) a code there : http://www.mathworks.com/matlabcentral/fileexchange/30076-generalized-hurst-exponent.

following the test proposed by hau and sen_saven gdsgds :

test=wfbm(0.8,100000);
genhurst(test) --> 0.7934 on a 7.9 R2009b 64bit
genhurst(test) --> 0.7926 7.0 R14 32bit

the code refer to T. Di Matteo et al. Physica A 324 (2003) 183-188 and has no rating until today (04/04/11)
27 Jul 2010 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson FG

why do I get an error when trying to use "function" in the way this author does? I am running matlab 2010
28 Jun 2010 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson Navin

Hi guys

I am looking for matlab code for calculation of Hurst index as well..Please let me knw if you come across any reliable code..The code at this link looks interesting

http://www.ms.unimelb.edu.au/~odj/

Comments invited
Cheers
25 May 2010 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson gdsgds, sen_saven

well...same problem as hau

test=wfbm(0.8,100000);
>> hurst_exponent(test)
testing Hurst calculation
Hurst exponent = 0.98

and even when taking the diff I get

Hurst exponent = 0.71

not 0.8 as it should be..

Is there a matlab code for the calculation of H that gives precise results?
20 Sep 2009 candlesticks This is a simple little function that chars Japanese candlesticks Author: Bill Davidson Raghu

Nice ! :)
Thanks,
Raghu
Top Tags Applied by Bill
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linear algebra, mathematics, modeling, analysis, analysis of time series
Files Tagged by Bill View all
  • 1 - 5 of
  • 8
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
14 Nov 2008 Screenshot Quaternion belt-trick This program demonstrates the quaternion belt-trick. Author: Bill Davidson quaternion belttrick, dirac belttrick, waiter trick, physics, rotations, knot theory 4 0
17 Mar 2006 Screenshot pop-up file viewer This is a pop-up file viewer that can handles Matlab MAT files Author: Bill Davidson gui tools, example, view files binary mat 8 0
  • 3.0
3.0 | 1 rating
08 Feb 2006 Screenshot candlesticks This is a simple little function that chars Japanese candlesticks Author: Bill Davidson finance, modeling, analysis, japanese candlesticks... 4 3
  • 5.0
5.0 | 2 ratings
03 Feb 2006 Call a waitbar from within a DLL written in C Example code for embedding a call to the Matlab waitbar() function from within a DLL written in C Author: Bill Davidson external interface, c, matlab, dll, waitbar 2 3
  • 3.0
3.0 | 3 ratings
01 Feb 2006 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson fracta, analysis of time seri..., hurst exponent, dispersional analysis, probability, statistics 60 9
  • 4.75
4.8 | 4 ratings

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