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Re: Hurst Exponent estimation

From: Francesco Potortì
Subject: Re: Hurst Exponent estimation
Date: Mon, 22 Oct 2018 12:38:36 +0200

>1. I want to estimate Hurst exponent.

The signal package contains a simple hurst function.

Many years ago, I wrote a more sophisticated hurst function myself, you
find it at

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