Next Steps: R/S Analysis

The rescaled range – or range over standard deviation – analysis was first used by Harold Edwin Hurst when he analyzed the Nile River in the first half of the 20th century. Later on several modifications have been applied to make the analysis more robust and quantitative, especially as determination of the Hurst exponent and pertaining confidence intervals are concerned. We start the package with a collection of methods and options around Hurst analysis.

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