Hurst Exponent and Linear Fit
Version 1.0.0.0 (2.85 KB) by
Maths525
Code to find the Hurst exponent and shows the corresponding fit and statistics
Used to find the hurst exponent in matlab. Code takes in data and returns the rescaled range and length of intervals so you can use these if required. It performs the fit for the hurst exponent, provides coefficients and gives a graph to show this fit. If you can't use 'fitlm' package, then remove the end part of the code as instructed .
Cite As
Maths525 (2024). Hurst Exponent and Linear Fit (https://www.mathworks.com/matlabcentral/fileexchange/57388-hurst-exponent-and-linear-fit), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2015a
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
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Version | Published | Release Notes | |
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1.0.0.0 |