Hello list, How would one estimate the Hurst exponent of a time series using the Whittle method in R?
It looks like the Fractal package has a function called FDWhittle, but this outputs the "FD Parameter" of a time series and not the Hurst exponent. Any help would be greatly appreciated, as I am very much lost. Thanks. IM FYI - the fractal manual - http://cran.utstat.utoronto.ca/web/packages/fractal/fractal.pdf ______________________________________________ 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.
