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Re: Hurst Exponent estimation
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From: |
Francesco Potortì |
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Subject: |
Re: Hurst Exponent estimation |
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Date: |
Mon, 22 Oct 2018 12:38:36 +0200 |
>1. I want to estimate Hurst exponent.
The signal package contains a simple hurst function.
Many years ago, I wrote a more sophisticated hurst function myself, you
find it at
<http://fly.isti.cnr.it/pub/software/octave/hurst.m>
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