pyActigraphy.analysis.Fractal.generalized_hurst_exponent

classmethod Fractal.generalized_hurst_exponent(F_n, n_array, x_center=False, log=False)[source]

Generalized Hurst exponent

Compute the generalized Hurst exponent, \(h(q)\), by fitting .

Parameters
  • F_n (array) – Array of fluctuations.

  • n_array (array of int) – Time scales (i.e window sizes). In minutes.

  • x_center (bool, optional) – If set to True, time scales are mean-centered. Default is false.

  • log (bool, optional) – If set to True, assume that the input values have already been log-transformed. Default is False.

Returns

h, _h_err – Estimate of the generalized Hurst exponent and its standard error.

Return type

float,float