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Hurst exponent (R/S)

• To: mathgroup at smc.vnet.net
• Subject: [mg48617] Hurst exponent (R/S)
• From: "RAFAL" <rak at dami-rz.pl>
• Date: Tue, 8 Jun 2004 00:48:07 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

Hi

Has anyone developed a good package for computing the Hurst exponent 
(R/S analyse) of a time series?

Thanks

rak