R/HurstK.R
In FGN: Fractional Gaussian Noise and power law decay time series model fitting

`HurstK` <-
function(z){
    y<-z-mean(z)
    S<-cumsum(y)
    R<-(max(S)-min(S))/sqrt(sum(y^2)/length(y))
    log(R)/log(length(y)/2)
}

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FGN documentation built on May 30, 2017, 7:19 a.m.

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