Hurst Exponent Estimation by Vilen Abramov

the code uses R/S analysis to derive Hurst exponent (hurst, power law, risk weighted assets)

Rescaled Range Analysis by Alexandros Leontitsis

Calculates the rescaled range analysis. (hurst, rescaled range analys..., analysis)

[logRS,logERS,V]=RSana(x,n,method,q)