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author | Abhinav Dronamraju | 2017-11-24 19:19:30 +0530 |
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committer | Abhinav Dronamraju | 2017-11-24 19:19:30 +0530 |
commit | 11f08cc395ea1b0de77af3dbb87a985418fc3800 (patch) | |
tree | 0991c8646700449cd366089055f9e6c671253364 /macros/hurst.sci | |
parent | e3a1c5e215a7e9a074a3e6fa7171b2092c8c5cc0 (diff) | |
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-rw-r--r-- | macros/hurst.sci | 10 |
1 files changed, 9 insertions, 1 deletions
diff --git a/macros/hurst.sci b/macros/hurst.sci index 1a99f8c..27507fb 100644 --- a/macros/hurst.sci +++ b/macros/hurst.sci @@ -1,5 +1,13 @@ function y = hurst(x) - +// Estimate the Hurst parameter of sample X via the rescaled r statistic. +//Calling Sequence +//hurst(X) +//variable=hurst(X) +//Parameters +//X: X is a matrix, the parameter of sample X via the rescaled r statistic +//Description +//This is an Octave function. +//This function estimates the Hurst parameter of sample X via the rescaled rstatistic. funcprot(0); rhs= argn(2); if(rhs<1 | rhs>1) |