Fractals and Time Series Analysis by R.J. Korsan appearing in TMJ volume 3, issue 1
- To: mathgroup at smc.vnet.net
- Subject: [mg74814] Fractals and Time Series Analysis by R.J. Korsan appearing in TMJ volume 3, issue 1
- From: "Peter" <pjcrosbie at gmail.com>
- Date: Fri, 6 Apr 2007 04:21:45 -0400 (EDT)
I recently read Koran's 1993 article and downloaded the associated supplment, TMJ3.1.zip. I have been trying to replicate the examples from Korsans article without success. I found several minor bugs in the code but there are obviously more. It occured to me that someone has probably done this already. Has anybody looked at this article and the associated package Hurst.m?