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hurst

PURPOSE ^

% Estimate the Hurst parameter of sample @var{x} via the rescaled range

SYNOPSIS ^

function H = hurst (x)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {} hurst (@var{x})
% Estimate the Hurst parameter of sample @var{x} via the rescaled range
% statistic.  If @var{x} is a matrix, the parameter is estimated for
% every single column.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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