Struct HurstExponent 

pub struct HurstExponent { /* private fields */ }

Hurst Exponent

Measures the long-term memory of time series. H < 0.5: Mean reverting (anti-persistent) H = 0.5: Random walk H > 0.5: Trending (persistent)

This implementation uses the Rescaled Range (R/S) analysis over a fixed window.

Implementations

impl HurstExponent

pub fn new(period: usize) -> Self

Trait Implementations

impl Clone for HurstExponent

fn clone(&self) -> HurstExponent

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for HurstExponent

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Next<f64> for HurstExponent

type Output = f64

fn next(&mut self, input: f64) -> Self::Output

Process the next input and return the updated output.