資源簡介
檢驗自相似分布要用到Hurst參數,這里只要輸入要檢驗的數據就能得出結果
代碼片段和文件信息
%?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
function?[]=hurst_exponent()
disp(‘testing?Hurst?calculation‘);
a=[‘輸入你要計算的數據‘];
b=a‘
%n=100;
data=b
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?
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