Description Usage Arguments Value
View source: R/hurstExponent_xy.R
Function used to calculate the generalized hurst exponent
1 2 3 4 5 6 7 8 9 10 11 12 | hurstExponent_xy(
x,
y,
nVec = NULL,
sampleNum = NULL,
thread = 3,
qVec = c(-5:5),
detrendOrder = 3,
sampleMethod = 2,
lengthRatio = 0.05,
returnFluctuation = FALSE
)
|
x |
a numeric vector which convert from a time series |
y |
a numeric vector which convert from a time series |
nVec |
the time scale of the detrended operation, the minmum scale should be determined by calculate the autocorrelation length of the time series. |
sampleNum |
the random sampled number |
thread |
the parallel thread number |
qVec |
the qth order |
detrendOrder |
the detrending polynomial order |
sampleMethod |
1 means the determined sample number method, other values mean the nonoverlap method |
lengthRatio |
determine how long is the largest scale |
the generalized hurst exponent,a data.frame
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