hurst-calculator
github.comRescaled Range (R/S) analysis for estimating the Hurst exponent of a time series. Classifies series as mean-reverting, random walk, or trending. NumPy-only…
- GitHub stars
- 2
- Language
- Python
- Code license
- MIT
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Rescaled Range (R/S) analysis for estimating the Hurst exponent of a time series. Classifies series as mean-reverting, random walk, or trending. NumPy-only…
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