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<div class="refnamediv"><h1 class="refname">hurst</h1>
<p class="refpurpose">Estimate the Hurst parameter of sample X via the rescaled r statistic.</p></div>
<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3>
<div class="synopsis"><pre><span class="functionid">hurst</span><span class="default">(</span><span class="default">X</span><span class="default">)</span>
<span class="default">variable</span><span class="default">=</span><span class="functionid">hurst</span><span class="default">(</span><span class="default">X</span><span class="default">)</span></pre></div></div>
<div class="refsection"><h3 class="title">Parameters</h3>
<dl><dt><span class="term">X:</span>
<dd><p class="para">X is a matrix, the parameter of sample X via the rescaled r statistic</p></dd></dt></dl></div>
<div class="refsection"><h3 class="title">Description</h3>
<p class="para">This is an Octave function.
This function estimates the Hurst parameter of sample X via the rescaled rstatistic.</p></div>
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