?? hurst_estimate.m
字號(hào):
function H = hurst_estimate(sequence,method,isplot,opt)
%
% 'hurst_estimate' estimate the hurst parameter of a given sequence with
% an appointed method. The algorithms of the methods can be found in
% Murad's Taqqu, Vadim Teverovsky and Walter Willinger's paper
% "Estimators for long-range dependence: an empirical study" or other
% related papers.
% Inputs:
% sequence: the input sequence for estimate
% method: the name of a function which used to estimate the hurst
% parameter of the sequence,e.g.
% 'aggvar': use aggvar function to estimate.
% 'RS': use RS function to estimate.
% 'per': use per function to estimate.
% isplot: whether display the plot. without a plot if isplot equal to 0
% opt: a optional parameter for some methods
% Outputs:
% H: the estimated hurst coeffeient of the input sequence
% Examples:
% H = hurst_estimate('peng',sequence,1);
%
% Author: Chu Chen
% Version 1.0, 03/10/2008
% chen-chu@163.com
%
if nargin == 2
isplot = 0;
H = feval(method,sequence,isplot);
elseif nargin == 3
H = feval(method,sequence,isplot);
elseif nargin == 4
H = feval(method,sequence,isplot,opt);
end
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