search for: 98dzsi

Dear All, I am a novice when it comes to time-series analysis and at the moment I am actually interested in calculating the Hurst exponent of a time series. This question has already been asked quite some time ago http://bit.ly/98dZsi and I trust some progress has been made ever since. I was able to find some functions in the packages http://cran.r-project.org/web/packages/Rwave/index.html and http://cran.r-project.org/web/packages/fArma/index.html Allegedly, there should be functions for this in the Rtisean package http:/...