Metadata-Version: 2.3
Name: exp_hurst
Version: 0.0.2
Summary: It computes the Hurst exponent of a time series.
Author-email: Igor Jasenovski <igormjsk@gmail.com>
License-File: LICENSE
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python :: 3
Requires-Python: >=3.9
Description-Content-Type: text/markdown

# Hurst Exponent Package

## Description
The function hurst takes a np.array of numbers and returns the Hurst exponent of the time series. The Hurst exponent is a measure of randomness of a time series. It is used in the study of long-term memory of time series. The value of the Hurst exponent is between 0 and 1. A value of 0.5 indicates that the time series is random. A value greater than 0.5 indicates that the time series is trending. A value less than 0.5 indicates that the time series is mean reverting.

## Installation
```bash
pip install exp_hurst
```

## Requirements
- numpy
- mmq

## Usage
```python
from coef_hurst import hurst
hurst(time_series)
```

## Example
```python
from exp_hurst import hurst
import numpy as np

# Create a time series of random numbers
rs = np.random.normal(0, 1, 100000)

# Evaluate the Hurst exponent
h = hurst(rs)
```

## License
[MIT](https://choosealicense.com/licenses/mit/)

## Author
[Igor Matheus Jasenovski]

## Version
0.0.1

## References
[Hurst Exponent](https://en.wikipedia.org/wiki/Hurst_exponent#:~:text=The%20Hurst%20exponent%20is%20used,between%20pairs%20of%20values%20increases.)