====== Nonfactional Matlab Toolbox (for hurst exponent) ======
Matlab code to calculate the [[:tools:hurst_exponent]]. 

The toolbox code is on github @ https://github.com/wonsang/nonfractal

Example usage for [[http://doi.org/10.7554/eLife.55684|Trakoshis et al eLife 2020]] is also on github  https://github.com/elifesciences-publications/ei_hurst

===== Parameters =====

''lb'' (input to ''fminbnd(@(x)likelihood(...),lb,ub,...)'') matters! All zeros ts with default ''lb(1)=-.5'' => ''H=0.76393'';  ''lb(1)=0'' => ''H=1.0729''

<code=matlab>
addpath(genpath('/opt/ni_tools/matlab_toolboxes/nonfractal/'))

H = bfn_mfin_ml(zeros(200,1), 'filter', 'Haar', 'lb', [0 0], 'ub', [1.5 10], 'd_only', 1);
% Rep.1: Signew2=0: fval=NaN, d=0.57295
% q=1: H=1.0729

H = bfn_mfin_ml(zeros(200,1), 'filter', 'Haar', 'lb', [-.5 0], 'ub', [1.5 10], 'd_only', 1);
% Rep.1: Signew2=0: fval=NaN, d=0.26393
% q=1: H=0.76393

</code>