Function rssimple
Source pub fn rssimple(x: &[f64]) -> f64
Expand description
Simple R/S Hurst estimation
Computes the Hurst exponent using basic Rescaled Range analysis.
Issue #96: Optimized from 5 passes + 2 Vec allocations to 2 passes + 0 allocations.
§Arguments
x - Input time series data (prices or returns)
§Returns
Hurst exponent value, typically in range [0, 1]