Description:
This is the source code associated with the web page
http://www.bearcave.com/misl/misl_tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions
- [DDoSer] - tools for Windows 95/98/Me/NT/2000/XP
- [pdf0000] - non- parametric estimation and wavelet a
- [hurst] - Hurst index calculation matlab program
- [fdwt] - FDWT (forward discrete wavelet transform
- [Hurst] - Hurst index calculation tool. Use. Xls f
- [Hurst] - Hurst index calculation tool. Use. Txt f
- [CWT] - Wavelet Transform curvelet
- [hurst] - Calculated hurst index contains many a H
- [hurst-exponent] - hurst Index hints: first import (import)
File list (Check if you may need any files):
hurst\hurst\data\equities\aa.csv
.....\.....\....\........\amat.csv
.....\.....\....\........\ba.csv
.....\.....\....\........\cof.csv
.....\.....\....\........\ge.csv
.....\.....\....\........\gis.csv
.....\.....\....\........\ibm.csv
.....\.....\....\........\ibm_12year.csv
.....\.....\....\........\ibm_30year.csv
.....\.....\....\........\ibm_monthly.csv
.....\.....\....\........\intc.csv
.....\.....\....\........\mmm.csv
.....\.....\....\........\mrk.csv
.....\.....\....\........\names
.....\.....\....\........\test
.....\.....\....\........\wmt.csv
.....\.....\....\include\yahooTS.h
.....\.....\....\src\tstest.cpp
.....\.....\....\...\tstest.cpp~
.....\.....\....\...\yahooTS.cpp
.....\.....\freq\include\spectrum.h
.....\.....\....\src\spectrum.cpp
.....\.....\histo\include\dbl_sort.h
.....\.....\.....\.......\generic_sort.h
.....\.....\.....\.......\histogram.h
.....\.....\.....\src\histogram.cpp
.....\.....\.urst\acorrtst.cpp
.....\.....\.....\data\brown72.h
.....\.....\.....\....\fgn8.h
.....\.....\.....\....\fgn8_1024.h
.....\.....\.....\doxygenDocConfig
.....\.....\.....\hurststocks.cpp
.....\.....\.....\hursttst.cpp
.....\.....\.....\hurstwave.cpp
.....\.....\.....\include\hurst_base.h
.....\.....\.....\.......\hurst_spectrum.h
.....\.....\.....\.......\hurst_stocks.h
.....\.....\.....\.......\hurst_test_base.h
.....\.....\.....\.......\rescaled_range.h
.....\.....\.....\.......\wave_hurst.h
.....\.....\.....\MainPage
.....\.....\.....\Makefile
.....\.....\.....\Makefile_hurststocks
.....\.....\.....\Makefile_hurstwave
.....\.....\.....\src\hurst_base.cpp
.....\.....\.....\...\hurst_spectrum.cpp
.....\.....\.....\...\hurst_stocks.cpp
.....\.....\.....\...\hurst_test_base.cpp
.....\.....\.....\...\rescaled_range.cpp
.....\.....\.....\...\wave_hurst.cpp
.....\.....\include\daub.h
.....\.....\.......\haar.h
.....\.....\.......\liftbase.h
.....\.....\.......\line.h
.....\.....\.......\line_norm.h
.....\.....\README_HURST
.....\.....\stat\doxygenDocConfig
.....\.....\....\include\autocorr.h
.....\.....\....\.......\lregress.h
.....\.....\....\.......\pdf.h
.....\.....\....\.......\stddev.h
.....\.....\....\lrtest.cpp
.....\.....\....\MainPage
.....\.....\....\Makefile
.....\.....\....\sdtest.cpp
.....\.....\....\.rc\autocorr.cpp
.....\.....\....\...\lregress.cpp
.....\.....\....\...\pdf.cpp
.....\.....\....\...\stddev.cpp
.....\.....\data\equities
.....\.....\....\include
.....\.....\....\src
.....\.....\freq\include
.....\.....\....\src
.....\.....\histo\include
.....\.....\.....\src
.....\.....\.urst\data
.....\.....\.....\include
.....\.....\.....\src
.....\.....\stat\include
.....\.....\....\src
.....\.....\data
.....\.....\freq
.....\.....\histo
.....\.....\hurst
.....\.....\include
.....\.....\stat
.....\hurst
hurst
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