Hi, everybody. My name is Ricardo and I'm doing doctorate at USP (Brazil). I have used a lot the package 'fractal', developed by William Constantine and Donald Percival, in my research.
However, I have a doubt about the execution of RoverS function. I was reading an article (http://www.bearcave.com/misl/misl_tech/wavelets/hurst/) about the hurst exponent and I resolved to compare the results present there and the results provided by RoverS function. Initially, I got a synthetic data set, available in http://www.bearcave.com/misl/misl_tech/wavelets/hurst/brown72.h, and I loaded the data set into the variable dataH and executed it using RoverS(dataH) command. So, this command returned the result: > RoverS(dataH) X 0.7165741 However, the result of the hurst exponent provided by the website is 0.7270. Is it a problem or can I use the value 0.72? Can this difference cause biggest errors in others data sets? Could anyone help me? Thanks for your attention! Ricardo [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
