- 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)

Generated at Thu May 22 21:12:35 2003 for Hurst Exponent Calculation and Supporting Statistics by 1.2.8.1 written by Dimitri van Heesch, © 1997-2001