# 根据R/S分析法算法编写的rsFit函数来求Hurst指数-经管之家官网！

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rsFitfunction(x,levels=50,minnpts=3,cut.off=10^c(0.7,2.5),doplot=FALSE,trace=FALSE,title=NULL,description=NULL){call=match.call()data=list(x=x)x=as.vector(x)n=length(x)increment=(log10(n/minnpts))/lev ...
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rsFit

function (x, levels = 50, minnpts = 3, cut.off = 10^c(0.7, 2.5),

doplot = FALSE, trace = FALSE, title = NULL, description = NULL)

{

call = match.call()

data = list(x = x)

x = as.vector(x)

n = length(x)

increment = (log10(n/minnpts))/levels

M = floor(10^((1:levels) * increment))

M = M[M > 1]

Y = cumsum(x)

Y2 = cumsum(x * x)

RS = NULL

for (m in M) {

S = sqrt(Y2[m]/m - (Y[m]/m)^2)

Z = Y[1:m] - (1:m) * Y[m]/m

STATS = (max(Z) - min(Z))/S

RS = c(RS, STATS)

if (trace)

cat("\n\tm = \t", m, "\tR/S = \t", STATS)

}

if (trace)

cat("\n")

Error in if (trace) cat("\n\tm = \t", m, "\tR/S = \t", STATS) :

argument is not interpretable as logical；Error in if (trace) cat("\n") : argument is not interpretable as logical

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#### 本文标题：根据R/S分析法算法编写的rsFit函数来求Hurst指数

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