Rescaled Range Method for Calculating Hurst Exponent
Implementation of Hurst exponent calculation using the rescaled range (R/S) method with modular subroutines for efficient computation and data analysis
Explore MATLAB source code curated for "重标极差法" with clean implementations, documentation, and examples.
Implementation of Hurst exponent calculation using the rescaled range (R/S) method with modular subroutines for efficient computation and data analysis