Crate opendeviationbar_hurst 

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

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

Re-exports

pub use dfa::dfa;

pub use dfa::dfa_order;

pub use fbm::generate_fbm;

pub use fbm::generate_fbm_davies_harte;

pub use ghe::ghe;

pub use ghe::ghe_q1;

pub use ghe::ghe_q2;

pub use higuchi::hurst_higuchi;

pub use iaaft::iaaft_surrogate;

pub use wavelet::hurst_wavelet;

Modules

dfa

Detrended Fluctuation Analysis (DFA) for Hurst exponent estimation

fbm

Fractional Brownian motion (fBm) generator for benchmark ground truth.

ghe

Generalized Hurst Exponent (GHE) estimation

higuchi

Higuchi Fractal Dimension method for Hurst exponent estimation

iaaft

Iterative Amplitude Adjusted Fourier Transform (IAAFT) surrogate generation.

wavelet

Haar wavelet variance method for Hurst exponent estimation

Functions

rs_corrected

Corrected R over S Hurst exponent

rssimple

Simple R/S Hurst estimation