文件名称:hurst
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hurst指数
This the source code associated with the web page
http://www.bearcave.com/misl _tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions-
This is the source code associated with the web page
http://www.bearcave.com/misl/misl_tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions
This the source code associated with the web page
http://www.bearcave.com/misl _tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions-
This is the source code associated with the web page
http://www.bearcave.com/misl/misl_tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions
(系统自动生成,下载前可以参看下载内容)
下载文件列表
hurst\hurst\data\equities\aa.csv
.....\.....\....\........\amat.csv
.....\.....\....\........\ba.csv
.....\.....\....\........\cof.csv
.....\.....\....\........\ge.csv
.....\.....\....\........\gis.csv
.....\.....\....\........\ibm.csv
.....\.....\....\........\ibm_12year.csv
.....\.....\....\........\ibm_30year.csv
.....\.....\....\........\ibm_monthly.csv
.....\.....\....\........\intc.csv
.....\.....\....\........\mmm.csv
.....\.....\....\........\mrk.csv
.....\.....\....\........\names
.....\.....\....\........\test
.....\.....\....\........\wmt.csv
.....\.....\....\include\yahooTS.h
.....\.....\....\src\tstest.cpp
.....\.....\....\...\tstest.cpp~
.....\.....\....\...\yahooTS.cpp
.....\.....\freq\include\spectrum.h
.....\.....\....\src\spectrum.cpp
.....\.....\histo\include\dbl_sort.h
.....\.....\.....\.......\generic_sort.h
.....\.....\.....\.......\histogram.h
.....\.....\.....\src\histogram.cpp
.....\.....\.urst\acorrtst.cpp
.....\.....\.....\data\brown72.h
.....\.....\.....\....\fgn8.h
.....\.....\.....\....\fgn8_1024.h
.....\.....\.....\doxygenDocConfig
.....\.....\.....\hurststocks.cpp
.....\.....\.....\hursttst.cpp
.....\.....\.....\hurstwave.cpp
.....\.....\.....\include\hurst_base.h
.....\.....\.....\.......\hurst_spectrum.h
.....\.....\.....\.......\hurst_stocks.h
.....\.....\.....\.......\hurst_test_base.h
.....\.....\.....\.......\rescaled_range.h
.....\.....\.....\.......\wave_hurst.h
.....\.....\.....\MainPage
.....\.....\.....\Makefile
.....\.....\.....\Makefile_hurststocks
.....\.....\.....\Makefile_hurstwave
.....\.....\.....\src\hurst_base.cpp
.....\.....\.....\...\hurst_spectrum.cpp
.....\.....\.....\...\hurst_stocks.cpp
.....\.....\.....\...\hurst_test_base.cpp
.....\.....\.....\...\rescaled_range.cpp
.....\.....\.....\...\wave_hurst.cpp
.....\.....\include\daub.h
.....\.....\.......\haar.h
.....\.....\.......\liftbase.h
.....\.....\.......\line.h
.....\.....\.......\line_norm.h
.....\.....\README_HURST
.....\.....\stat\doxygenDocConfig
.....\.....\....\include\autocorr.h
.....\.....\....\.......\lregress.h
.....\.....\....\.......\pdf.h
.....\.....\....\.......\stddev.h
.....\.....\....\lrtest.cpp
.....\.....\....\MainPage
.....\.....\....\Makefile
.....\.....\....\sdtest.cpp
.....\.....\....\.rc\autocorr.cpp
.....\.....\....\...\lregress.cpp
.....\.....\....\...\pdf.cpp
.....\.....\....\...\stddev.cpp
.....\.....\data\equities
.....\.....\....\include
.....\.....\....\src
.....\.....\freq\include
.....\.....\....\src
.....\.....\histo\include
.....\.....\.....\src
.....\.....\.urst\data
.....\.....\.....\include
.....\.....\.....\src
.....\.....\stat\include
.....\.....\....\src
.....\.....\data
.....\.....\freq
.....\.....\histo
.....\.....\hurst
.....\.....\include
.....\.....\stat
.....\hurst
hurst
.....\.....\....\........\amat.csv
.....\.....\....\........\ba.csv
.....\.....\....\........\cof.csv
.....\.....\....\........\ge.csv
.....\.....\....\........\gis.csv
.....\.....\....\........\ibm.csv
.....\.....\....\........\ibm_12year.csv
.....\.....\....\........\ibm_30year.csv
.....\.....\....\........\ibm_monthly.csv
.....\.....\....\........\intc.csv
.....\.....\....\........\mmm.csv
.....\.....\....\........\mrk.csv
.....\.....\....\........\names
.....\.....\....\........\test
.....\.....\....\........\wmt.csv
.....\.....\....\include\yahooTS.h
.....\.....\....\src\tstest.cpp
.....\.....\....\...\tstest.cpp~
.....\.....\....\...\yahooTS.cpp
.....\.....\freq\include\spectrum.h
.....\.....\....\src\spectrum.cpp
.....\.....\histo\include\dbl_sort.h
.....\.....\.....\.......\generic_sort.h
.....\.....\.....\.......\histogram.h
.....\.....\.....\src\histogram.cpp
.....\.....\.urst\acorrtst.cpp
.....\.....\.....\data\brown72.h
.....\.....\.....\....\fgn8.h
.....\.....\.....\....\fgn8_1024.h
.....\.....\.....\doxygenDocConfig
.....\.....\.....\hurststocks.cpp
.....\.....\.....\hursttst.cpp
.....\.....\.....\hurstwave.cpp
.....\.....\.....\include\hurst_base.h
.....\.....\.....\.......\hurst_spectrum.h
.....\.....\.....\.......\hurst_stocks.h
.....\.....\.....\.......\hurst_test_base.h
.....\.....\.....\.......\rescaled_range.h
.....\.....\.....\.......\wave_hurst.h
.....\.....\.....\MainPage
.....\.....\.....\Makefile
.....\.....\.....\Makefile_hurststocks
.....\.....\.....\Makefile_hurstwave
.....\.....\.....\src\hurst_base.cpp
.....\.....\.....\...\hurst_spectrum.cpp
.....\.....\.....\...\hurst_stocks.cpp
.....\.....\.....\...\hurst_test_base.cpp
.....\.....\.....\...\rescaled_range.cpp
.....\.....\.....\...\wave_hurst.cpp
.....\.....\include\daub.h
.....\.....\.......\haar.h
.....\.....\.......\liftbase.h
.....\.....\.......\line.h
.....\.....\.......\line_norm.h
.....\.....\README_HURST
.....\.....\stat\doxygenDocConfig
.....\.....\....\include\autocorr.h
.....\.....\....\.......\lregress.h
.....\.....\....\.......\pdf.h
.....\.....\....\.......\stddev.h
.....\.....\....\lrtest.cpp
.....\.....\....\MainPage
.....\.....\....\Makefile
.....\.....\....\sdtest.cpp
.....\.....\....\.rc\autocorr.cpp
.....\.....\....\...\lregress.cpp
.....\.....\....\...\pdf.cpp
.....\.....\....\...\stddev.cpp
.....\.....\data\equities
.....\.....\....\include
.....\.....\....\src
.....\.....\freq\include
.....\.....\....\src
.....\.....\histo\include
.....\.....\.....\src
.....\.....\.urst\data
.....\.....\.....\include
.....\.....\.....\src
.....\.....\stat\include
.....\.....\....\src
.....\.....\data
.....\.....\freq
.....\.....\histo
.....\.....\hurst
.....\.....\include
.....\.....\stat
.....\hurst
hurst