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RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性,它是英文人编写的,与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the preparation methods are differen
hurst_expo.m
- hurst parameter: 給入一序列的資類,程式會畫出husrt 參數的figure和估計值 例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_expo (sin (0:0.01:5* pi))
Desktop
- hurst指数matlab实现,有分段函数和hurst指数的计算函数-hurst index matlab realize, there are sub-functions and hurst index calculation function