rangebar-hurst 12.35.1

Hurst Exponent estimator functions for range bar financial analysis

Coverage
100%
3 out of 3 items documented1 out of 3 items with examples
Size
Source code size: 12.82 kB This is the summed size of all the files inside the crates.io package for this release.
Documentation size: 1.2 MB This is the summed size of all files generated by rustdoc for all configured targets
Ø build duration
this release: 17s Average build duration of successful builds.
all releases: 18s Average build duration of successful builds in releases after 2024-10-23.
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Homepage
Repository
crates.io
Dependencies
- linreg ^0.2.0 normal
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Hurst Exponent estimator functions for Rust

Originally based on evrom/hurst (GPL-3.0), forked to MIT for license compatibility. This provides core R/S (Rescaled Range) analysis for Hurst exponent estimation.

License Resolution

Issue #96 Task #149/150: GPL-3.0 license conflict resolution. The external evrom/hurst crate (v0.1.0) was GPL-3.0 licensed, blocking PyPI distribution. This internal fork enables MIT-licensed Hurst calculations without GPL restrictions.

Examples

# use rangebar_hurst::rssimple;
let prices = vec![100.0, 101.0, 99.5, 102.0, 101.5];
let hurst = rssimple(&prices);
assert!(hurst >= 0.0 && hurst <= 1.0);