Hurst Exponent

Version 2.0 (14,6 KB) von atharva aalok
With Sample Programs and comments to Guide you Through! Please cite if you find this useful
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Aktualisiert 28. Okt 2021

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Read Sample.m File to understand how to Find Hurst Exponent.
Based on: https://www.frontiersin.org/articles/10.3389/fphys.2012.00141/full
Do Read the above paper.
Please cite if you find this useful.
Thank you

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atharva aalok (2024). Hurst Exponent (https://www.mathworks.com/matlabcentral/fileexchange/100988-hurst-exponent), MATLAB Central File Exchange. Abgerufen.

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Version Veröffentlicht Versionshinweise
2.0

Improvements for Better Readability and Understanding. (More Comments and Explanations!)
1.0