The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent.
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
<|x(t+r)-x(t)|^q>/<x(t)^q> ~ r^[qH(q)]
The value of H(q) give indication about the fractal nature of the signal.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

genhurst.m | 2970 |

license.txt | 1311 |