From owner-help-octave at bevo dot che dot wisc dot edu  Fri Jan 24 10:13:06 1997
Subject: Help for the archive contributions
From: omarquez at tsc dot uvigo dot es (Oscar Marquez [GTS])
To: help-octave at bevo dot che dot wisc dot edu
Date: Fri, 24 Jan 1997 12:56:54 +0000 (WET)


Hi Octavers,

I want now to reorganize the archive of contributions for octave 2.x
and need your help:

Please, if you have a function file to the archive put the following
two tags anywhere on the preamble:


## Description:
## Author:

The first tag contents the short description of the function, the
second tag the name and email address from the autor.

Example:

======================================================================
## Copyright (C) 1995, 1996  Friedrich Leisch
##
## This program is free software; you can redistribute it and/or
## modify
## it under the terms of the GNU General Public License as published
## by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file.  If not, write to the Free Software
## Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.

## usage:  H = hurst (x)
##
## Estimates the Hurst parameter of sample x via the rescaled range
## statistic. If x is a matrix, the parameter is estimated for every
## single column.

## Author:  FL <Friedrich dot Leisch at ci dot tuwien dot ac dot at>

## Description: Estimates the Hurst parameter of sample x
## Author: Friedrich.Leisch <Friedrich dot Leisch at ci dot tuwien dot ac dot at>


function H = hurst (x)

  if (nargin != 1)
    usage ("hurst (x)");
  endif

  if is_vector (x)
    x = reshape (x, length (x), 1);
  elseif !is_matrix (x)
    error ("hurst:  x must be a vector or a matrix");
  endif

  [xr xc] = size (x);

  s = std (x);
  w = cumsum (x - mean (x));
  RS = (max(w) - min(w)) ./ s;
  H = log (RS) / log (xr);
 
endfunction

========================================================================

Regards,
        Oscar


-- 

Oscar W. Marquez F.		Universidad de Vigo
omarquez at tsc dot uvigo dot es		ETSI de Telecomunicacion
Tel. ++34-86-812 675		Lagoas-Marcosende 
Fax. ++34-86-812 116		E-36280 Vigo - Spain