diff options
Diffstat (limited to 'macros/hurst.sci')
| -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) |