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authorAbhinav Dronamraju2017-11-24 19:19:30 +0530
committerAbhinav Dronamraju2017-11-24 19:19:30 +0530
commit11f08cc395ea1b0de77af3dbb87a985418fc3800 (patch)
tree0991c8646700449cd366089055f9e6c671253364 /macros/hurst.sci
parente3a1c5e215a7e9a074a3e6fa7171b2092c8c5cc0 (diff)
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diff --git a/macros/hurst.sci b/macros/hurst.sci
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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)