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<table width="100%" summary="page for hurst.est {Rwave}"><tr><td>hurst.est {Rwave}</td><td align="right">R Documentation</td></tr></table>
<h2>Estimate Hurst Exponent</h2>
<h3>Description</h3>
<p>
Estimates Hurst exponent from a wavelet transform.
</p>
<h3>Usage</h3>
<pre>
hurst.est(wspec, range, nvoice, plot=TRUE)
</pre>
<h3>Arguments</h3>
<table summary="R argblock">
<tr valign="top"><td><code>wspec</code></td>
<td>
wavelet spectrum (output of <code><a href="tfmean.html">tfmean</a></code>)
</td></tr>
<tr valign="top"><td><code>range</code></td>
<td>
range of scales from which estimate the exponent.
</td></tr>
<tr valign="top"><td><code>nvoice</code></td>
<td>
number of scales per octave of the wavelet transform.
</td></tr>
<tr valign="top"><td><code>plot</code></td>
<td>
if set to <code>TRUE</code>, displays regression line on current plot.
</td></tr>
</table>
<h3>Details</h3>
<h3>Value</h3>
<p>
complex 1D array of size sigsize.</p>
<h3>References</h3>
<p>
See discussions in the text of ``Practical Time-Frequency Analysis''.
</p>
<h3>See Also</h3>
<p>
<code><a href="tfmean.html">tfmean</a></code>, <code><a href="wspec.pl.html">wspec.pl</a></code>.
</p>
<h3>Examples</h3>
<pre>
# White Noise Hurst Exponent: The plots on the top row of Figure 6.8
# were produced by the folling S-commands. These make use of the two
# functions Hurst.est (estimation of Hurst exponent from CWT) and
# wspec.pl (display wavelet spectrum).
# Compare the periodogram and the wavelet spectral estimate.
wnoise <- rnorm(8192)
plot.ts(wnoise)
spwnoise <- fft(wnoise)
spwnoise <- Mod(spwnoise)
spwnoise <- spwnoise*spwnoise
plot(spwnoise[1:4096], log="xy", type="l")
lswnoise <- lsfit(log10(1:4096), log10(spwnoise[1:4096]))
abline(lswnoise$coef)
cwtwnoise <- DOG(wnoise, 10, 5, 1, plot=FALSE)
mcwtwnoise <- Mod(cwtwnoise)
mcwtwnoise <- mcwtwnoise*mcwtwnoise
wspwnoise <- tfmean(mcwtwnoise, plot=FALSE)
wspec.pl(wspwnoise, 5)
hurst.est(wspwnoise, 1:50, 5)
</pre>
<hr><div align="center">[Package <em>Rwave</em> version 1.24 <a href="00Index.html">Index]</a></div>
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