similar to: Value of Hurst exponent (R/S) method > 1

Hello, I'm an absolute beginner with R. I'm hoping to do some time-series analysis on my data. The data looks like #time value 18 153 20 426 70 7 83 130 84 7 and so on where time could be in seconds or hours or days (not all at the same time). How could I import such a file to R and do some simple stuff (say plot the values)? As per the tutorials on time series, I could use the ts()

Hello, I'm using the fArma package to estimate Hurst exponent by R/S method. I've some measurements in the following format: Call_number Call_duration I'm using the following steps. Am new to R, so it would help if someone could please confirm if my steps are correct. Further, this method seems to give a value H ~= 0.8 (> 0.5). Is the use of R/S method to estimate H OK? >

Dear R Users, I am using code from the following links to do Hurst exponent estimation. link: http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php?rev=1&root=rmetrics&view=rev file: LongRangeDependence.R Take a look at the following run: > x<-(cos((1:200)/10)) > rsFit(diff(x,15))@hurst$H [1] 1.027420 > aggvarFit(diff(x,15))@hurst$H [1] 0.02301331 First of all, can anyone

Hi, Can u please tell me which all packages do i need to install to estimate the hurst parameter in R. I have tried installing all the possible options but still it doesnt work. basically i want to use 9 functions to estimate hurst parameter like aggvarfit, rsfit, etc. i will be very thankful if u could be of some help. -- Regards, Deepak Jadhav. [[alternative HTML version

Dear R Users, Can anyone point me to a package for R vrsion 2.7.1 which implements some Hurst exponent estimation methods ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are

What Dave said, plus here's a hint. Try this example (which uses base graphics): plot(1:5) plot(1:5, cex.lab=2) Then look at the help page for par help('par') or ?par to search for other graphics parameters (base graphics) you can use to change various things. Success will depend, as Dave indicated, on how the package author handled the plotting options in rsFit(). -Don --

The documentation say that additional arguments will be passed. I suspect this will be a base graphics plot. You should look at the code of plot.rsfit to determine which arguments get processed. Sent from my iPhone > On Jan 25, 2018, at 10:30 AM, Moyukh Laha <laha.moyukh at gmail.com> wrote: > > Hello, > I am new to R and for some of my research work I am using

Hello, I am new to R and for some of my research work I am using 'fArma' package to estimate the Hurst parameter of a time series. When I am ding the following command : rsFit(data, doplot = TRUE) I am getting the R/S plot for that time series with default plot title, font size. However, I want to change the axis size, font size etc of

> On Jan 26, 2018, at 9:51 AM, MacQueen, Don <macqueen1 at llnl.gov> wrote: > > What Dave said, plus here's a hint. Try this example (which uses base graphics): > > plot(1:5) > plot(1:5, cex.lab=2) > > Then look at the help page for par > help('par') > or > ?par > to search for other graphics parameters (base graphics) you can use to

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

Dear R users, The function lmacfPlot( ) in fBasics, returns a list including the Hurst Exponent. I get sometimes a value for Hurst Exponent using lmacfPlot bigger than 1 which is theoretically incorrect. What could be reason ? From the related documents, I could not find how the Hurst Exponent in lmacfPlot is estimated. Could you please say how it is estimated here? Thank you so

Has anyone writen R code for estimating Hurst exponent with R/S method or other methods? or any other source of R code available? Many thanks Catherine Wang

hi all, I have a simple question that does power spectral analysis related to capacity dimension, information dimension, lyapunov exponent, hurst exponent. If yes then please show me the way. I am newbie in the world of chaos. Sayonara With Smile & With Warm Regards :-) G a u r a v Y a d a v Senior Executive Officer, Economic Research & Surveillance Department, Clearing

hello all, i have been trying to figure this out for the last few hours, and after seemingly exhausting all the google search results, i figured i would try this mailing list... i just updated the ruby version on my ubuntu dapper drake box to the most recent version. i installed it into /usr/local/bin problematically, the previous installation was in /usr/bin mongrel still complains that:

Hi all, Does anyone know if Lo's modified R/S statistic is implemented in R? I found "rsFit" function from fArma package (LrdModelling), but I guess this is to calculate the classical R/S statistic. Thank you, M. -- View this message in context: http://www.nabble.com/Lo%27s-modified-R-S-tp24318771p24318771.html Sent from the R help mailing list archive at Nabble.com.

Dear All; I have used fbmSim to simulate a fbm sequence, however, when I tried to estimate the Hurst effect, none of the nine procedures gave me an answer close enough to the real value, which is 0.5 (n=1000). So, would you please advice, 1. which is the best method to estimate the H among the 9 mehods, R/S, higuchi or Whittle? 2. how to choose the levels (default=50), minnpts, cutoff values or

Dear All; I have used fbmSim to simulate a fbm sequence, however, when I tried to estimate the Hurst effect, none of the nine procedures gave me an answer close enough to the real value, which is 0.5 (n=1000). So, would you please advice, 1. which is the best method to estimate the H among the 9 mehods, R/S, higuchi or Whittle? 2. how to choose the levels (default=50), minnpts, cutoff values or

Hi all, I want to label an axis with exponents, but can't get it done with expression. Any hints would be very welcome! # simulated data, somewhat similarly distributed to my real data: set.seed(12); d <- rbeta(1e6, 0.2,2)*150 ; d <- d[d>1e-8] hist( d? , breaks=100) # now on a logarithmically scaled axis: hist(log10(d), breaks=100, xaxt="n") abline(v=

I have the following bug report to submit. OpenSSH 2.5.1p1 and 2.5.1p2 HP-UX 11.00 Dart 51 64bit (32bit compile) OpenSSL 0.9.6 Zlib 1.1.3 Cflags: -Ae I keep getting "rsa_public_encrypt() exponent too small or not odd" with the SSH 1 or 1.5 protocols. I can't get OpenSSH to communicate with itself with any protocal other than SSH 2. I have searched everywhere. Google, OpenBSD,

Hello, I have compiled OpenSSL-0.9.7d - the lastest version and when OpenSSH-3.7.1p2 is compiled with this ssl library [0.9.7d], I am getting the following error when SSH-1 connection is done. I am using HP-UX IPF box and I am doing 32 bit compilation only. Even I have changed the optimization level for OpenSSL and no use. Any clue why this problem is occuring? Advance thanks, Kumaresh