%?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?quellen@yahoo.com
%?13?Nov?2005


%?Matlab??????????
%??????????????????
%??????????????


function?[]=hurst_exponent（）
disp（‘testing?Hurst?calculation‘）;
web?-browser?http://www.ilovematlab.cn/thread-14631-1-1.html
n=100;
data=rand（1n）;
plot（data）;

hurst=estimate_hurst_exponent（data）;

[serr]=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.
%
%?This?algorithm?is?far?faster?than?a?full-blown?implementation?of?Hurst‘s
%?algorithm.??I?got?the?idea?from?a?2000