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| | Matlab code for scaling parameter estimation, including LRD, H-ss, Multifractals... |
 | | Alpha is the dimensionless scaling exponent, and is the most important parameter describing the qualitative nature of the scaling. |
 | | The LRD confidence interval is a function of both alpha and cf, and both are calculated for the block in question, provided alpha is in the range (0,1) of LRD: otherwise the LRD CI's don't apply and are set equal to the IID ones. |
 | | For convenience, alpha is transformed into values of related parameters, such as the Hurst parameter H, or the fractal dimension of the sample path (valid only if Gaussian) D. It is up to the user to determine which kind of scaling is present, and therefore which parameter is appropriate. |
| www.cubinlab.ee.mu.oz.au /~darryl/secondorder_code.html (3349 words) |
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