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Fix warnings
author LYH <lyh.kernel@gmail.com>
date Fri, 27 Sep 2013 17:43:27 +0800
parents 1c89599167a6
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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72c96de7a403 maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1995-2012 Friedrich Leisch
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} hurst (@var{x})
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21 ## Estimate the Hurst parameter of sample @var{x} via the rescaled range
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22 ## statistic. If @var{x} is a matrix, the parameter is estimated for
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23 ## every single column.
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24 ## @end deftypefn
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26 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
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27 ## Description: Estimate the Hurst parameter
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29 function H = hurst (x)
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31 if (nargin != 1)
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32 print_usage ();
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33 endif
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35 if (isscalar (x))
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36 error ("hurst: X must not be a scalar");
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37 elseif (isvector (x))
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38 x = reshape (x, length (x), 1);
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39 endif
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41 [xr, xc] = size (x);
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42
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43 s = std (x);
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44 w = cumsum (x - mean (x));
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45 RS = (max (w) - min (w)) ./ s;
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46 H = log (RS) / log (xr);
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48 endfunction
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