diffusionEntropy: use the difussion entropy method to calculate the Hurst...

Description Usage Arguments Value

View source: R/diffusionEntropy.R

Description

use the difussion entropy method to calculate the Hurst exponent

Usage

1
diffusionEntropy(x, nVec = 2^(3:8), thread = 3, binSizeRatio = 0.5)

Arguments

x

the time series

nVec

the time scale

thread

the multi threads

binSizeRatio

the boxsize, fraction of standard deviation

Value

a data.frame


zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.