hurst: Corrected Hurst exponent
In nwaff/tsfeats:
Description
Usage
Arguments
Value
Description
Wrappter for fArma diffvarFit. The Hurst exponent
is slope of the log-log fit of differenced sample
variances against block size.
Usage
1
hurst(x)
Arguments
x
The data
Value
The features
nwaff/tsfeats documentation built on May 27, 2019, 7:27 a.m.
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Description Usage Arguments Value
Description
Wrappter for fArma diffvarFit. The Hurst exponent is slope of the log-log fit of differenced sample variances against block size.
Usage
1 | hurst(x)
|
Arguments
x |
The data |
Value
The features
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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