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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)
error("Wrong number of input arguments");
end
select(rhs)
case 1 then
y= callOctave("hurst", x);
end
endfunction
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