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FOSSEE Signal Processing Toolbox >> FOSSEE Signal Processing Toolbox > hurst

hurst

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.


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