文件名称:CWavvelet_Esta
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计算时间序列的Hurst系数有许多方法，但是其中最准确的就是运用小波法来计计算，本程序源码用Matlab实现了用小波来计算Hurst系数。
-There are many ways of calculating the Hurst coefficient of time series, but one of the most accurate calculation using wavelet method to count the program source code using Matlab achieve wavelet Hurst coefficient.
-There are many ways of calculating the Hurst coefficient of time series, but one of the most accurate calculation using wavelet method to count the program source code using Matlab achieve wavelet Hurst coefficient.
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下载文件列表
CWavvelet_Esta\Wavelet_Estimation\Secondorder\chi2_CDF.m
..............\..................\...........\chi2_CDFinv.m
..............\..................\...........\chi2_CDFmod.m
..............\..................\...........\convoluteur.m
..............\..................\...........\eda_staty.m
..............\..................\...........\ffteur.m
..............\..................\...........\fgn8.dat
..............\..................\...........\gauss_CDF.m
..............\..................\...........\gauss_CDFinv.m
..............\..................\...........\initDWT_discrete.m
..............\..................\...........\initfilterDaub_DWT_discrete.m
..............\..................\...........\LDestimate.m
..............\..................\...........\method6.m
..............\..................\...........\newchoosej1.m
..............\..................\...........\psi.m
..............\..................\...........\regrescomp.m
..............\..................\...........\rlistcoefdaub.m
..............\..................\...........\rsynthond1.m
..............\..................\...........\rzeta.m
..............\..................\...........\upsample.m
..............\..................\...........\wtspec.m
..............\..................\Secondorder
..............\Wavelet_Estimation
CWavvelet_Esta
..............\..................\...........\chi2_CDFinv.m
..............\..................\...........\chi2_CDFmod.m
..............\..................\...........\convoluteur.m
..............\..................\...........\eda_staty.m
..............\..................\...........\ffteur.m
..............\..................\...........\fgn8.dat
..............\..................\...........\gauss_CDF.m
..............\..................\...........\gauss_CDFinv.m
..............\..................\...........\initDWT_discrete.m
..............\..................\...........\initfilterDaub_DWT_discrete.m
..............\..................\...........\LDestimate.m
..............\..................\...........\method6.m
..............\..................\...........\newchoosej1.m
..............\..................\...........\psi.m
..............\..................\...........\regrescomp.m
..............\..................\...........\rlistcoefdaub.m
..............\..................\...........\rsynthond1.m
..............\..................\...........\rzeta.m
..............\..................\...........\upsample.m
..............\..................\...........\wtspec.m
..............\..................\Secondorder
..............\Wavelet_Estimation
CWavvelet_Esta