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comparison scripts/signal/hurst.m @ 3449:858695b3ed62

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[project @ 2000-01-18 04:08:59 by jwe]
author jwe
date Tue, 18 Jan 2000 04:09:14 +0000
parents f8dde1807dee
children e031284eea27
comparison
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3448:0fb75d95b14f 3449:858695b3ed62
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## usage: H = hurst (x) 17 ## -*- texinfo -*-
18 ## 18 ## @deftypefn {Function File} {} hurst (@var{x})
19 ## Estimates the Hurst parameter of sample x via the rescaled range 19 ## Estimate the Hurst parameter of sample @var{x} via the rescaled range
20 ## statistic. If x is a matrix, the parameter is estimated for every 20 ## statistic. If @var{x} is a matrix, the parameter is estimated for
21 ## single column. 21 ## every single column.
22 ## @end deftypefn
22 23
23 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> 24 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
24 ## Description: Estimate the Hurst parameter 25 ## Description: Estimate the Hurst parameter
25 26
26 function H = hurst (x) 27 function H = hurst (x)