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estimate_slope

Function estimate_slope 

Source
pub fn estimate_slope(log_ns: &[usize], log_rs: &[Decimal]) -> Option<Decimal>
Expand description

Estimate the Hurst exponent H from the log-log slope of R/S vs subseries size.

Uses the first and last valid (n, avg_rs) points to compute: H = log2(RS_last / RS_first) / log2(n_last / n_first)

Returns None if fewer than 2 valid data points.