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RSana
- 使用rescaled range analysis 算 hurst指数-use rescaled range analysis to calculate hurst
hurst_exponent
- 运用留数法计算hurst参数,在随机形成的数中计算出其hurst参数值-Residue method Hurst parameter, the number of randomly formed the Hurst parameter values
Hurst
- R/S分形算法matlab代码实现,既利用R/S方法计算时间序列的分形hurst指数-R/S fractal algorithm matlab code to calculate the fractal hurst index time series both use R/S method