Mercurial > octave-nkf
annotate scripts/signal/hurst.m @ 11472:1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
author | Rik <octave@nomad.inbox5.com> |
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date | Sun, 09 Jan 2011 21:33:04 -0800 |
parents | eb63fbe60fab |
children | fd0a3ac60b0e |
rev | line source |
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7017 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2005, 2006, |
8920 | 2 ## 2007, 2009 Friedrich Leisch |
3426 | 3 ## |
3922 | 4 ## This file is part of Octave. |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
3426 | 10 ## |
3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
3191 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 14 ## General Public License for more details. |
15 ## | |
3191 | 16 ## You should have received a copy of the GNU General Public License |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
3191 | 19 |
3449 | 20 ## -*- texinfo -*- |
21 ## @deftypefn {Function File} {} hurst (@var{x}) | |
22 ## Estimate the Hurst parameter of sample @var{x} via the rescaled range | |
23 ## statistic. If @var{x} is a matrix, the parameter is estimated for | |
24 ## every single column. | |
25 ## @end deftypefn | |
3191 | 26 |
3457 | 27 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
28 ## Description: Estimate the Hurst parameter | |
3426 | 29 |
3191 | 30 function H = hurst (x) |
31 | |
32 if (nargin != 1) | |
6046 | 33 print_usage (); |
3191 | 34 endif |
35 | |
4030 | 36 if (isscalar (x)) |
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
37 error ("hurst: X must not be a scalar"); |
4030 | 38 elseif (isvector (x)) |
3191 | 39 x = reshape (x, length (x), 1); |
7151 | 40 endif |
3426 | 41 |
3238 | 42 [xr, xc] = size (x); |
3191 | 43 |
44 s = std (x); | |
45 w = cumsum (x - mean (x)); | |
46 RS = (max(w) - min(w)) ./ s; | |
47 H = log (RS) / log (xr); | |
3426 | 48 |
3191 | 49 endfunction |