> There is the 'fdim' package that computes the fractal dimension D. Between D and the Hurst exponent H there should be a relation
D = 2 - H I wonder if this is true when computing D and H with different approaches Regards, Hans Werner Borchers ABB Corporate Research <tolga.i.uzuner <at> jpmorgan.com> writes: > Thanks Gary. > > That package is a bit weird. When one installs and loads it up, you don't > actually get any of those functions. [...] > > It appears to be the case that the fSeries package currently does not > really have that functionality. Perhaps they meant to put it in there but > decided to exclude it in the current release for some reason. > > I have also cc'd the RMetrics group here to see if they can cast a light > on this issue. > > Thanks, > Tolga > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.