Hurst Exponent

Version 2.0 (14.6 KB) by atharva aalok
With Sample Programs and comments to Guide you Through! Please cite if you find this useful
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Updated 28 Oct 2021

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Read Sample.m File to understand how to Find Hurst Exponent.
Based on: https://www.frontiersin.org/articles/10.3389/fphys.2012.00141/full
Do Read the above paper.
Please cite if you find this useful.
Thank you

Cite As

atharva aalok (2024). Hurst Exponent (https://www.mathworks.com/matlabcentral/fileexchange/100988-hurst-exponent), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2021a
Compatible with any release
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Version Published Release Notes
2.0

Improvements for Better Readability and Understanding. (More Comments and Explanations!)
1.0