MATLAB hurst指数计算,计算hurst指数的matlab程序

% The Hurst exponent

%--------------------------------------------------------------------------

% The first 20 lines of code are a small test driver.

% You can delete or comment out this part when you are done validating the

% function to your satisfaction.

%

% Bill Davidson, [email protected]

% 13 Nov 2005

function []=hurst_exponent()

disp('testing Hurst calculation');

n=100;

data=rand(1,n);

plot(data);

hurst=estimate_hurst_exponent(data);

[s,err]=sprintf('Hurst exponent = %.2f',hurst);disp(s);

%--------------------------------------------------------------------------

% This function does dispersional analysis on a data series, then does a

% Matlab polyfit to a log-log plot to estimate the Hurst exponent of the

% series.

%

% Thi