Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:
See also: Variogram RShurst

Macro: varplot
Description: Calculation and graphic of variance plot, estimation of the Hurst Coefficient of a series

Reference(s):

Usage: (Varplot,H)=Varplot(x)
Input:
x series to be estimated
Output:
varplot values used in the plotting
H from the regression estimated Hurst coefficient

Note:

Example:
x=normal(100)
vp=Varplot(x)
Result:
Contents of vp.Varplot
[ 1,]  1.6094   -1.438
[ 2,]  1.7918  -1.5829
[ 3,]  1.9459  -2.1908
[ 4,]  2.0794  -2.2444
[ 5,]  2.1972  -1.9052
[ 6,]  2.3026   -2.142
[ 7,]  2.3979   -2.171
[ 8,]  2.4849  -3.0866
[ 9,]  2.6391  -2.7202
[10,]  2.7726  -2.7202
[11,]  2.9957  -3.1796
[12,]  3.2189   -4.317 
Contents of vp.H
[1,]   0.24676

Library:
See also: Variogram RShurst

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Arne Wuensche 0004010
(C) MD*TECH Method and Data Technologies, 17.8.2000