Hurst exponent
Version 1.0.0.0 (1.8 KB) by
Bill Davidson
This is an implementation of the Hurst exponent that is simpler and quicker than most.
This is an implementation of the Hurst exponent calculation that is smaller, simpler, and quicker than most others. It does a dispersional analysis on the data and then uses Matlab's polyfit to estimate the Hurst exponent. It comes with a test driver that you can delete.
Cite As
Bill Davidson (2024). Hurst exponent (https://www.mathworks.com/matlabcentral/fileexchange/9842-hurst-exponent), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R14SP1
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
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Version | Published | Release Notes | |
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1.0.0.0 |