Rescaled Range Analysis
Version 1.0.0.0 (1.61 KB) by
Kirill Petukhov
My implementation of the Hurst`s Rescaled Range Analysis. Test file included.
Unpack & Run.
Cite As
Kirill Petukhov (2026). Rescaled Range Analysis (https://www.mathworks.com/matlabcentral/fileexchange/25414-rescaled-range-analysis), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R14SP1
Compatible with any release
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| Version | Published | Release Notes | |
|---|---|---|---|
| 1.0.0.0 |
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