Multifractality freeware
Multifractality
Added: August 08, 2013 | Visits: 439
This code calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) from the scaling of the renormalized q-moments of the distribution/ ~ r^[qH(q)]The value of H(q) give indication about the fractal nature of the signal. H(q) = 0.5 corresponds to a Brownian...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (65): Generalized Hurst exponent Download |