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hurst_exponent

于 2011-06-22 发布 文件大小:1KB
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代码说明:

  使用经典R/S方法计算赫斯特指数,以衡量数据的分型特性(using R/S method to caculate the Hurst exponent)

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hurst_exponent.m,1896,2011-05-11

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