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Hurst Exponent Calculation and Supporting Statistics Compound List

Here are the classes, structs, unions and interfaces with brief descriptions:

• autocorr::acorrInfo (A container for the autocorrelation function result)
• autocorr (Calculate the autocorrelation function for a vector)
• histogram::bin_vec (An array of histogram bins)
• Daubechies (Daubechies D4 wavelet transform (D4 denotes four coefficients))
• dbl_sort
• hurst_test_base::equityEntry (A container for the information for a given stock: the company name, the name of the file containing the stock market data and the stock market "ticker" (e.g., market symbol))
• generic_sort (An abstract generic sort class)
• haar (Haar (flat line) wavelet)
• histogram::histo_bin (A histogram bin)
• histogram (Support for calculating histograms)
• hurst_base (Abstract base class for Hurst exponent calculation)
• hurst_spectrum (Estimate the Hurst exponent using the wavelet transform)
• hurst_stocks (Test the rescaled range algorithm on stock returns)
• hurst_test_base (My software to estimate the Hurst exponent was originally developed to estimate the Hurst exponent of stock market time series (e.g., n-day returns etc...))
• hurst_base::hurstInfo
• liftbase (This is the base class for simple Lifting Scheme wavelets using split, predict, update or update, predict, merge steps)
• line (Line (with slope) wavelet)
• line_norm (Normalized linear interpolation wavelet (see comment for the normalize function))
• lregress::lineInfo (Line information)
• lregress (Linear regression and related functions)
• pdf (Calculate the probability denisty function from a set of data)
• lregress::point (A container for an {x,y} point of type double)
• rescaled_range (Estimate the hurst exponent using the rescaled range technique)
• spectrum (A collection of functions for spectral analysis)
• stddev (Calculate the unbiased standard deviation)
• histogram::value_pool (Get values from a double array)
• wave_hurst (Test class for running the wavelet Hurst estimator on a range of n-day returns)
• yahooTS (Process historical equity (stock) data downloaded from finance.yahoo.com)

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