I have an array of 352736 rows and 22 columns , X. I want to find the Hurst coefficient corresponding to the elements in each row so that the Hurst coefficient is a 352736 rows by 1 column vector. I tried the following code:
nsample = 22;
nvar = 352736;
H = zeros(nvar,1);
for i = 1:nvar
H=genhurst(cumsum(X(i,:)));
end
But the code is not working. How to do the same? Kindly help me. The Hurst exponent formulation comes from the link (https://in.mathworks.com/matlabcentral/fileexchange/30076-generalized-hurst-exponent).
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