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rescaled_range.h

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#ifndef RESCALED_RANGE_H
#define RESCALED_RANGE_H

#include <math.h>

#include <vector>

#include "hurst_base.h"

class rescaled_range : public hurst_base
{
private:
  double calc_mean_( const double *v, const size_t N);
  double calc_RS_( const double *v, 
                   const size_t N );

  double calc_RS_ave_( const double *v, 
                       const size_t N, 
                       const size_t box_size );

public:

  void calc_hurst_est( const double *v, 
                       const size_t N, 
                       hurst_base::hurstInfo &info );
}; // class rescaled_range

#endif

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